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Modelling the implied volatility – A case of EUR/PLN currency options Cover

Modelling the implied volatility – A case of EUR/PLN currency options

International Journal of Management and Economics
Volume 62 (2026): Issue 1 (March 2026)
By:   
Open Access
|Jun 2026
Authors

Authors

Piotr Mielus

piotr.mielus@sgh.waw.pl

Collegium of Economic Analysis, SGH Warsaw School of Economics, Warsaw, Poland
DOI: https://doi.org/10.2478/ijme-2026-0006 | Journal eISSN: 2543-5361 | Journal ISSN: 2299-9701
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Language: English
Page range: 49 - 61
Submitted on: Feb 22, 2025
Accepted on: Apr 15, 2026
Published on: Jun 15, 2026
Published by: Warsaw School of Economics
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year
Keywords:
Currency options,
Directional quality measure,
Error correction models,
Volatility surface
Related subjects:
Business and economics,
Political economics,
Economic theory, systems and structures,
Business management,
Management accounting, financial controlling, cost calculation, investment

© 2026 Piotr Mielus, published by Warsaw School of Economics
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

Volume 62 (2026): Issue 1 (March 2026)
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