The term structure of volatility implied by foreign exchange options

Home > Research > Publications & Outputs > The term structure of volatility implied by for...

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published

<mark>Journal publication date</mark>	1994
<mark>Journal</mark>	Journal of Financial and Quantitative Analysis
Volume	29
Number of pages	18
Pages (from-to)	57-74
Publication Status	Published
<mark>Original language</mark>	English

Research