Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
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1573-7144
- Umfang
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Online-Ressource
- Sprache
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Englisch
- Anmerkungen
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online resource.
- Erschienen in
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Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities ; volume:25 ; number:3 ; day:18 ; month:9 ; year:2022 ; pages:293-314 ; date:10.2022
Review of derivatives research ; 25, Heft 3 (18.9.2022), 293-314, 10.2022
- Klassifikation
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Wirtschaft
- Urheber
- Beteiligte Personen und Organisationen
-
SpringerLink (Online service)
- DOI
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10.1007/s11147-022-09189-9
- URN
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urn:nbn:de:101:1-2022121221031274909126
- Rechteinformation
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
15.08.2025, 07:32 MESZ
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Beteiligte
- Muck, Matthias
- SpringerLink (Online service)
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