An empirical investigation of the premium for volatility risk in currency options for the British pound
Year of publication: |
2002
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Authors: | Sarwar, Ghulam |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 12.2002, 12, p. 913-921
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Subject: | Devisenoption | Currency option | Risikoprämie | Risk premium | Volatilität | Volatility | Pfund Sterling | Pound Sterling | Schätzung | Estimation |
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