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E-Arch model for implied volatility term structure of FX options
Zhu, Yingzi
;
Avellaneda, Marco
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1999
Persistent link: https://www.econbiz.de/10001491262
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An E-ARCH model for the term structure of implied volatility of FX options
Zhu, Yingzi
- In:
Applied mathematical finance
4
(
1997
)
2
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pp. 81-100
Persistent link: https://www.econbiz.de/10001226702
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