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Pricing currency options with intra-daily implied volatility

Hoque, A. and Kalev, P.S. (2011) Pricing currency options with intra-daily implied volatility. In: 8th Conference of Asia-Pacific Association of Derivatives, 25 - 26 August, Busan, Korea

Publication Type: Conference Paper
URI: http://researchrepository.murdoch.edu.au/id/eprint/39623
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