Rupee-dollar option pricing and risk measurement : jump processes, changing volatility and kurtosis shifts
Year of publication: |
1999
|
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Authors: | Varma, Jayanth Rama |
Published in: |
Journal of foreign exchange and international finance : JFEIF. - Pune, ISSN 0970-3632, ZDB-ID 1131146-0. - Vol. 13.1999, 1, p. 11-33
|
Subject: | Optionspreistheorie | Option pricing theory | Risiko | Risk | Statistische Methodenlehre | Statistical theory | US-Dollar | US dollar | Indien | India | 1993-1998 |
Extent: | Graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Journal of foreign exchange and international finance |
Source: | ECONIS - Online Catalogue of the ZBW |
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