Work

Predictable dynamics in implied volatility surfaces from OTC currency options

Year: 2009

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2009.11.014

Authors: Georgios Chalamandaris, Andrianos E. Tsekrekos

Institution: Athens University of Economics and Business

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Athens University of Economics and Business

OpenAlex ID: W2047324313

FWCI: 3.945

Cites: 57

Cited by: 36

Related to: 10