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...
Sparad:
| Huvudupphov: | , |
|---|---|
| Materialtyp: | Artigo |
| Språk: | Inglês |
| Utgiven: |
MDPI AG
2022-11-01
|
| Serie: | Risks |
| Ämnen: | |
| Länkar: | https://www.mdpi.com/2227-9091/10/11/208 |
| Taggar: |
Inga taggar, Lägg till första taggen!
|