Publikation

Fakultät 07
Dynamics of foreign exchange implied volatility and implied correlation surfaces
Kategorie:
Publikation
AutorIn:
Extern/e AutorIn:
S. Beer
Jahr:
2019
Weiteres

S. Beer, H. Fink, Dynamics of foreign exchange implied volatility and implied correlation surfaces, Quantitative Finance, 19(8): 1293-1320, 2019