Chan, C. H. (1991). SIMEX Euroyen options: Camparing its implied volatility to the actual volatility of its underlying futures contract.
Chicago Style (17th ed.) CitationChan, Chee Hui. SIMEX Euroyen Options: Camparing Its Implied Volatility to the Actual Volatility of Its Underlying Futures Contract. 1991.
MLA (8th ed.) CitationChan, Chee Hui. SIMEX Euroyen Options: Camparing Its Implied Volatility to the Actual Volatility of Its Underlying Futures Contract. 1991.
Warning: These citations may not always be 100% accurate.