Cross-dynamics of volatility term structures implied by...

Cross-dynamics of volatility term structures implied by foreign exchange options

Elizaveta Krylova, Jussi Nikkinen, Sami Vähämaa
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Volume:
61
Year:
2009
Language:
english
DOI:
10.1016/j.jeconbus.2009.01.002
File:
PDF, 1.08 MB
english, 2009
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