A note on the term structure of implied volatilities for the yen/U.S. Dollar currency option (Q1000467)

From MaRDI portal
Revision as of 02:51, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
A note on the term structure of implied volatilities for the yen/U.S. Dollar currency option
scientific article

    Statements

    title
    A note on the term structure of implied volatilities for the yen/U.S. Dollar currency option (English)
    0 references
    author
    Nobuya Takezawa
    0 references
    Noriyoshi Shiraishi
    0 references
    publication date
    6 February 2009
    0 references
    Mathematics Subject Classification ID
    91B74
    0 references
    91B28
    0 references
    91B82
    0 references
    91B84
    0 references
    zbMATH DE Number
    5503476
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1000467&oldid=25921721"
    Powered by MediaWiki