The term structure of volatility implied by foreign exchange options

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

Published

Publication date	1998
Host publication	Currency Derivatives: Pricing Theory, Exotic Options, Hedging Applications
Place of Publication	Chichester
Publisher	John Wiley and Sons Ltd
Pages	181-200
Number of pages	20
ISBN (print)	0-471-25267-0
<mark>Original language</mark>	English

Research