Pricing European Currency Options with High-Frequency Data
Technological innovation has changed the financial market significantly with the increasing application of high-frequency data in research and practice. This study examines the performance of intraday implied volatility (IV) in estimating currency options prices. Options quotations at a different tr...
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| Autors principals: | , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
MDPI AG
2022-11-01
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| Col·lecció: | Risks |
| Matèries: | |
| Accés en línia: | https://www.mdpi.com/2227-9091/10/11/208 |
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