Calendar Arbitrage in the FX Volatility Surface. Issue 106 (23rd March 2020)

Record Type:: Journal Article
Title:: Calendar Arbitrage in the FX Volatility Surface. Issue 106 (23rd March 2020)
Main Title:: Calendar Arbitrage in the FX Volatility Surface
Authors:: Wystup, Uwe
Abstract:: Abstract : Let the eye of vigilance (and diligence) never be closed…
Is Part Of:: Wilmott. Volume 2020:Issue 106(2020)
Journal:: Wilmott
Issue:: Volume 2020:Issue 106(2020)
Issue Display:: Volume 2020, Issue 106 (2020)
Year:: 2020
Volume:: 2020
Issue:: 106
Issue Sort Value:: 2020-2020-0106-0000
Page Start:: 10
Page End:: 11
Publication Date:: 2020-03-23
Subjects:: Finance -- Periodicals
Financial services industry -- Periodicals
332
Journal URLs:: http://onlinelibrary.wiley.com/journal/10.1002/(ISSN)1541-8286 ↗
http://www.wilmott.com ↗
DOI:: 10.1002/wilm.10827 ↗
Languages:: English
ISSNs:: 1540-6962
Deposit Type:: Legaldeposit
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗
Physical Locations:: British Library HMNTS - ELD Digital store
Ingest File:: 13202.xml