Estimating the probability distribution of the future exchange rate from option prices
Year of publication: |
1997
|
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Authors: | Malz, Allan Martin |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 5.1997, 2, p. 18-36
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Subject: | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Devisenoption | Currency option | US-Dollar | US dollar | Deutsche Mark | Yen | Theorie | Theory | USA | United States | 1997 |
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