How important is the term structure in implied volatility surface modeling? Evidence from foreign exchange options

✍ Scribed by Georgios Chalamandaris; Andrianos E. Tsekrekos

• Book ID: 116659113
• Publisher: Elsevier Science
• Year: 2011
• Tongue: English
• Weight: 654 KB
• Volume: 30
• Category: Article
• ISSN: 0261-5606
• DOI: 10.1016/j.jimonfin.2011.02.001