An E-ARCH model for the term structure of implied volatility of FX options (Q4994410): Difference between revisions
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Revision as of 18:22, 5 March 2024
scientific article; zbMATH DE number 7360817
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An E-ARCH model for the term structure of implied volatility of FX options |
scientific article; zbMATH DE number 7360817 |
Statements
An E-ARCH model for the term structure of implied volatility of FX options (English)
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18 June 2021
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currency options
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term structure of volatility
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ARCH
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E-ARCH
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