Results for Factor model

Publications & Outputs

1. Explanatory factors and causality in the dynamics of volatility surfaces implied from OTC Asian–Pacific currency options

   Chalamandaris, G. & Tsekrekos, A., 03/2013, In : Computational Economics. 41, 3, p. 327-358 42 p.

   Research output: Contribution to journal › Journal article › peer-review