Dynamics of foreign exchange implied volatility and implied correlation surfaces (Q5234358)
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scientific article; zbMATH DE number 7110479
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamics of foreign exchange implied volatility and implied correlation surfaces |
scientific article; zbMATH DE number 7110479 |
Statements
Dynamics of foreign exchange implied volatility and implied correlation surfaces (English)
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26 September 2019
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foreign exchange rates
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implied volatility
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implied correlation
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dynamics
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interdependency
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Karhunen-Loève decomposition
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