The term structure of volatility implied by foreign exchange options

Xu, X and Taylor, S J (1994) The term structure of volatility implied by foreign exchange options. Journal of Financial and Quantitative Analysis, 29. pp. 57-74. ISSN 0022-1090

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Item Type:

Journal Article

Journal or Publication Title:

Journal of Financial and Quantitative Analysis

Uncontrolled Keywords:

/dk/atira/pure/subjectarea/asjc/2000/2003

Subjects:

?? financeeconomics and econometricsaccountingdiscipline-based research ??

Departments:

Lancaster University Management School > Accounting & Finance

ID Code:

43428

Deposited By:

ep_importer_pure

Deposited On:

11 Jul 2011 17:59

Refereed?:

Yes

Published?:

Published

Last Modified:

15 Jul 2024 11:46

URI:

https://eprints.lancs.ac.uk/id/eprint/43428