The term structure of volatility implied by foreign exchange options

Taylor, S J (1998) The term structure of volatility implied by foreign exchange options. In: Currency Derivatives: Pricing Theory, Exotic Options, Hedging Applications :. John Wiley and Sons Ltd, Chichester, pp. 181-200. ISBN 0-471-25267-0

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Contribution in Book/Report/Proceedings
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/aacsb/learningandpedagogical
Subjects:
?? learning and pedagogical ??
ID Code:
46020
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Deposited On:
11 Jul 2011 19:54
Refereed?:
No
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Published
Last Modified:
16 Jul 2024 02:12