Exchange rate volatility implied from option prices
By Michel Beine, Charles S. Bos,† and Serge Coulombe†† ††† University of Luxembourg, Luxembourg, and CES-IFO †† VU University, Amsterdam, The Netherlands.
1 IFSWF Subcommittee #2 Case Study #2: Managing Currency Exposures of Financial and non-Financial Assets.
by Michel Beine, Charles S. Bos, † and Serge Coulombe ††
