Directory Home
Researchers
Departments
Publications
Projects
Activities
Datasets
Home
>
Research
> Browse
Research
Research at Lancaster
Researchers
Departments & Centres
Publications & Outputs
Projects
Activities
Datasets
Results for term structure
Publications & Outputs
How important is the term structure in implied volatility modelling: evidence from foreign exchange options
Chalamandaris, G.
&
Tsekrekos, A.
,
06/2011
,
In:
Journal of International Money and Finance.
30
,
4
,
p. 623-640
18 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review