Using the right implied volatility quotes in times of low interest rates: An empirical analysis across different currencies

Finance Research Letters, Volume 25, June 2018, Pages 196-201

Author(s):

Jinal Patel

Consultant

Vincenzo Russo

Head of Unit - Group Risk Management, Generali, Milan, Italy

Frank J. Fabozzi

EDHEC Business School

Type: Academic publication
Date: le 01/06/2018
Research Cluster : Finance
Source : Finance Research Letters

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