An E-ARCH model for the term structure of implied volatility of FX options
| Year of publication: |
1997
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|---|---|
| Authors: | Zhu, Yingzi ; Avallaneda, Marco |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 4.1997, 2, p. 81-100
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