Introducing the Implied Volatility Surface Parametrization (IVP): Application to the FX Market

Publisher: John Wiley & Sons Inc

E-ISSN: 1541-8286|2015|77|68-81

ISSN: 1540-6962

Source: WILMOTT MAGAZINE, Vol.2015, Iss.77, 2015-05, pp. : 68-81

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

Previous Menu Next

Abstract