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Dynamics of foreign exchange implied volatility and implied correlation surfaces
Journal article

Dynamics of foreign exchange implied volatility and implied correlation surfaces

  • Beer, S. Institute of Insurance Economics, University of St. Gallen, Tannenstrasse 19, CH-9000 St. Gallen, Switzerland
  • Fink, H. Center for Quantitative Risk Analysis, Department of Statistics, Ludwig-Maximilians-University Munich, Akademiestraße 1/I, D-80799 Munich, Germany
  • 2019-2-21
Published in:
  • Quantitative Finance. - Informa UK Limited. - 2019, vol. 19, no. 8, p. 1293-1320
General Economics, Econometrics and Finance
Finance
Language
  • English
Open access status
closed
Identifiers
Persistent URL
https://sonar.ch/global/documents/5682
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