Home > Research > Publications & Outputs > The magnitude of implied volatility smiles: the...
View graph of relations

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

Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

Published
Publication date1998
Host publicationCurrency Derivatives: Pricing Theory, Exotic Options, Hedging Applications
Place of PublicationChichester
PublisherJohn Wiley and Sons Ltd
Pages165-180
Number of pages16
ISBN (print)0-471-25267-0
<mark>Original language</mark>English