Is implied volatility sensitive to the choice of currency options maturity period?
Tools
Hoque, A.ORCID: 0000-0001-8369-6653
(2010)
Is implied volatility sensitive to the choice of currency options maturity period?
Academy of Taiwan Business Management Review, 6
(4).
pp. 102-109.
Item Type: | Journal Article |
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Publisher: | Taiwan Institute of Business Administration |
URI: | http://researchrepository.murdoch.edu.au/id/eprint/39333 |
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