Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
}
TY - JOUR
T1 - The term structure of volatility implied by foreign exchange options
AU - Xu, X
AU - Taylor, S J
PY - 1994
Y1 - 1994
M3 - Journal article
VL - 29
SP - 57
EP - 74
JO - Journal of Financial and Quantitative Analysis
JF - Journal of Financial and Quantitative Analysis
SN - 0022-1090
ER -