Title of article

Stochastic skew in currency options

Author/Authors

W. Peter Carr، نويسنده , , Liuren Wu، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2007

Pages

35

From page

213

To page

247

Keywords

Currency options , Stochastic skew , Stochastic Volatility , Time-changed , Foreign exchange dynamics

Journal title

Journal of Financial Economics

Serial Year

2007

Journal title

Journal of Financial Economics

Record number

257968