Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
Crossref DOI link: https://doi.org/10.1007/s11147-022-09189-9
Published Online: 2022-09-18
Published Print: 2022-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Muck, Matthias http://orcid.org/0000-0003-2364-9833
Funding for this research was provided by:
Otto-Friedrich-Universität Bamberg
Text and Data Mining valid from 2022-09-18
Version of Record valid from 2022-09-18
Article History
Accepted: 4 August 2022
First Online: 18 September 2022