Journal article 1104 views
Forward/forward volatilities and the term structure of implied volatility
Owain Ap Gwilym,
Mike Buckle,
Mike Buckle 
Applied Economics Letters, Volume: 4, Issue: 5, Pages: 325 - 328
Swansea University Author:
Mike Buckle
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DOI (Published version): 10.1080/758532602
Abstract
Forward/forward volatilities and the term structure of implied volatility
| Published in: | Applied Economics Letters |
|---|---|
| Published: |
1997
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa18179 |
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| College: |
Faculty of Humanities and Social Sciences |
|---|---|
| Issue: |
5 |
| Start Page: |
325 |
| End Page: |
328 |