A note on the term structure of implied volatilities for the yen/U.S. Dollar currency option

From MaRDI portal

Revision as of 20:41, 30 January 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:1000467

Jump to:navigation, search

DOI10.1023/A:1010041822931zbMath1153.91729OpenAlexW1586354708MaRDI QIDQ1000467

Noriyoshi Shiraishi, Nobuya Takezawa

Publication date: 6 February 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010041822931

Mathematics Subject Classification ID

Economic time series analysis (91B84) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Statistical methods; economic indices and measures (91B82)

This page was built for publication: A note on the term structure of implied volatilities for the yen/U.S. Dollar currency option

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:1000467&oldid=12991328"