The term structure of volatility implied by foreign exchange options

Accounting and Finance

Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

Published

Standard

The term structure of volatility implied by foreign exchange options. / Taylor, S J.
Currency Derivatives: Pricing Theory, Exotic Options, Hedging Applications. Chichester: John Wiley and Sons Ltd, 1998. p. 181-200.

Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

Harvard

Taylor, SJ 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.

APA

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

Vancouver

Taylor SJ. The term structure of volatility implied by foreign exchange options. In Currency Derivatives: Pricing Theory, Exotic Options, Hedging Applications. Chichester: John Wiley and Sons Ltd. 1998. p. 181-200

Author

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

Bibtex

@inbook{4b89959e856a42fb9dbb5b8b3ad9992c,

title = "The term structure of volatility implied by foreign exchange options",

author = "Taylor, {S J}",

year = "1998",

language = "English",

isbn = "0-471-25267-0",

pages = "181--200",

booktitle = "Currency Derivatives: Pricing Theory, Exotic Options, Hedging Applications",

publisher = "John Wiley and Sons Ltd",

}

RIS

TY - CHAP

T1 - The term structure of volatility implied by foreign exchange options

AU - Taylor, S J

PY - 1998

Y1 - 1998

M3 - Chapter

SN - 0-471-25267-0

SP - 181

EP - 200

BT - Currency Derivatives: Pricing Theory, Exotic Options, Hedging Applications

PB - John Wiley and Sons Ltd

CY - Chichester

ER -

Research