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The magnitude of implied volatility smiles: the...
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The magnitude of implied volatility smiles: theory and empirical evidence for exchange rates
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Contribution in Book/Report/Proceedings - With ISBN/ISSN
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Chapter
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S J Taylor
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Publication date
1998
Host publication
Currency Derivatives: Pricing Theory, Exotic Options, Hedging Applications
Place of Publication
Chichester
Publisher
John Wiley and Sons Ltd
Pages
165-180
Number of pages
16
ISBN (print)
0-471-25267-0
<mark>Original language</mark>
English