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

Accounting and Finance

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

Published

Standard

The magnitude of implied volatility smiles: theory and empirical evidence for exchange rates. / Taylor, S J.
Currency Derivatives: Pricing Theory, Exotic Options, Hedging Applications. Chichester: John Wiley and Sons Ltd, 1998. p. 165-180.

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

Harvard

Taylor, SJ 1998, The magnitude of implied volatility smiles: theory and empirical evidence for exchange rates. in Currency Derivatives: Pricing Theory, Exotic Options, Hedging Applications. John Wiley and Sons Ltd, Chichester, pp. 165-180.

APA

Taylor, S. J. (1998). The magnitude of implied volatility smiles: theory and empirical evidence for exchange rates. In Currency Derivatives: Pricing Theory, Exotic Options, Hedging Applications (pp. 165-180). John Wiley and Sons Ltd.

Vancouver

Taylor SJ. The magnitude of implied volatility smiles: theory and empirical evidence for exchange rates. In Currency Derivatives: Pricing Theory, Exotic Options, Hedging Applications. Chichester: John Wiley and Sons Ltd. 1998. p. 165-180

Author

Taylor, S J. / The magnitude of implied volatility smiles: theory and empirical evidence for exchange rates. Currency Derivatives: Pricing Theory, Exotic Options, Hedging Applications. Chichester : John Wiley and Sons Ltd, 1998. pp. 165-180

Bibtex

@inbook{780d9a14402645748a8081cc780319a0,

title = "The magnitude of implied volatility smiles: theory and empirical evidence for exchange rates",

author = "Taylor, {S J}",

year = "1998",

language = "English",

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

pages = "165--180",

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

publisher = "John Wiley and Sons Ltd",

}

RIS

TY - CHAP

T1 - The magnitude of implied volatility smiles: theory and empirical evidence for exchange rates

AU - Taylor, S J

PY - 1998

Y1 - 1998

M3 - Chapter

SN - 0-471-25267-0

SP - 165

EP - 180

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

PB - John Wiley and Sons Ltd

CY - Chichester

ER -

Research