Journal ArticleOPEN ACCESS

Extracting Market Expectations from Currency Options’ Risk Reversals

  • Czech K
Annales Universitatis Mariae Curie-Skłodowska, sectio H, Oeconomia (2018) 51(6) 63
DOI: 10.17951/h.2017.51.6.63
N/ACitations
Citations of this article
7Readers
Mendeley users who have this article in their library.

Abstract

Zastosowanie zmienności implikowanej strategii risk reversal dla opcji na kurs walutowy do oceny oczekiwań uczestników rynku

Cite

CITATION STYLE

APA

Czech, K. (2018). Extracting Market Expectations from Currency Options’ Risk Reversals. Annales Universitatis Mariae Curie-Skłodowska, Sectio H, Oeconomia, 51(6), 63. https://doi.org/10.17951/h.2017.51.6.63

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free