Alternative volatility models for risk management and trading: Application to the EUR/USD and USD/JPY rates

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Bibliographic Details
Published inDerivatives use, trading & regulation Vol. 11; no. 2; pp. 126 - 156
Main Authors Dunis, Christian L, Chen, Yao Xian
Format Journal Article
LanguageEnglish
Published 01.09.2005
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ISSN:1357-0927
1747-4426
DOI:10.1057/palgrave.dutr.1840013