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Option prices and risk-neutral densities for currency cross rates
Taylor, Stephen
;
Wang, Yaw-huei
- In:
The journal of futures markets
30
(
2010
)
4
,
pp. 324-360
Persistent link: https://www.econbiz.de/10003962596
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2
Investigating the information content of the model-free volatility expectation by Monte Carlo methods
Zhang, Yuanyuan
;
Taylor, Stephen
;
Wang, Lili
- In:
The journal of futures markets
33
(
2013
)
11
,
pp. 1071-1095
Persistent link: https://www.econbiz.de/10010255100
Saved in:
3
Trading futures using a channel rule : a study of the predictive power of technical analysis with currency examples
Taylor, Stephen
- In:
The journal of futures markets
14
(
1994
)
2
,
pp. 215-235
Persistent link: https://www.econbiz.de/10001169801
Saved in:
4
The realized volatility of FTSE-100 futures prices
Areal, Nelson M. P. C.
;
Taylor, Stephen
- In:
The journal of futures markets
22
(
2002
)
7
,
pp. 627-648
Persistent link: https://www.econbiz.de/10001678555
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