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Price taking behavior and trading in options

✍ Scribed by Leonard J Mirman; Haim Reisman


Book ID
118329077
Publisher
Elsevier Science
Year
1984
Tongue
English
Weight
436 KB
Volume
32
Category
Article
ISSN
0022-0531

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The interrelation of price volatility an
✍ Ghulam Sarwar πŸ“‚ Article πŸ“… 2003 πŸ› John Wiley and Sons 🌐 English βš– 126 KB πŸ‘ 1 views

## Abstract This article examines the interrelations between future volatility of the U.S. dollar/British pound exchange rate and trading volume of currency options for the British pound. The future volatility of the exchange rate is approximated alternatively by implied volatility and by IGARCH vo