A note on the term structure of implied volatilities for the yen/U.S. Dollar currency option

DOI10.1023/A:1010041822931zbMath1153.91729OpenAlexW1586354708MaRDI QIDQ1000467

Noriyoshi Shiraishi, Nobuya Takezawa

Publication date: 6 February 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010041822931

Mathematics Subject Classification ID

Economic time series analysis (91B84) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Statistical methods; economic indices and measures (91B82)

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