Cross-dynamics of volatility term structures implied by foreign exchange options
By: by Elizaveta Krylova, Jussi Nikkinen and Sami Vähämaa
Series: Working paper series / European Central Bank -- working paper no. 530; Working paper series (European Central Bank) -- working paper no. 530
Publisher: European Central Bank
Published: 2005
Place of publication: Frankfurt am Main, Germany
Language: eng
Notes: "September 2005"