A Note on the Term Structure of Implied Volatilities for the Yen/U.S. Dollar Currency Option

Author： Takezawa N.  

Publisher： Springer Publishing Company

ISSN： 1387-2834

Source： Financial Engineering and the Japanese Markets, Vol.5, Iss.3, 1998-10, pp. : 227-236

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

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