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Results 1-1 of 1 (Search time: 0.003 seconds).
Foreign exchange rate volatility smiles and smirks
Choi, Sun-Yong
; Kim, Jeong-Hoon; Yoon, Ji-Hun
Article
Issue Date
2021
Citation
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, v.37, no.3, pp.628 - 660
Publisher
WILEY
1
Discover
Author
Kim, Jeong-Hoon
1
Choi, Sun Yong
1
Yoon, Ji-Hun
1
Subject
foreign exchange
1
implied volatility
1
MODEL
1
OPTIONS
1
smile
1
smirk
1
STOCHASTIC VOLATILITY
1
stochastic volatility
1
Date Issued
2021
1
Type
Article
1
Language
English
1
Journal
Applied Stochastic Models in Busi...
1
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