Pricing Currency Options Under Stochastic Volatility
Pricing Currency Options Under Stochastic Volatility
Pricing Currency Options Under Stochastic Volatility
SHOW LESS
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
Table 2.2 Sample Properties of PHLX <strong>Currency</strong> <strong>Options</strong> (Deutsche mark)Moneyness(S/K)Calendar Days to Maturity