The magnitude of implied volatility smiles: theory and empirical evidence for exchange rates

Xu, G and Taylor, S J (1994) The magnitude of implied volatility smiles: theory and empirical evidence for exchange rates. Review of Futures Markets, 13. pp. 355-380. ISSN 0898-011X

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Item Type:
Journal Article
Journal or Publication Title:
Review of Futures Markets
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Subjects:
?? discipline-based research ??
ID Code:
43626
Deposited By:
Deposited On:
11 Jul 2011 18:02
Refereed?:
Yes
Published?:
Published
Last Modified:
15 Jul 2024 11:48