The risk premium of volatility implicit in currency options
Year of publication: |
1998
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Authors: | Guo, Dajiang |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 16.1998, 4, p. 498-507
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Subject: | Devisenoption | Currency option | Volatilität | Volatility | Wechselkurs | Exchange rate | Risikoprämie | Risk premium | Schätzung | Estimation | USA | United States | 1987-1992 |
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