Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Erschienen in
-
In: Review of Derivatives Research, 25 (2022), 3, S. 293-314 - ISSN: 1573-7144
- Klassifikation
-
Wirtschaft
- Ereignis
-
Veröffentlichung
- (wo)
-
Bamberg
- (wer)
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Otto-Friedrich-Universität Bamberg
- (wann)
-
2023
- Urheber
- URN
-
urn:nbn:de:bvb:473-irb-581501
- Rechteinformation
-
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
14.08.2025, 11:03 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
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Beteiligte
- Muck, Matthias
- Otto-Friedrich-Universität Bamberg
Entstanden
- 2023
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