Evaluation of Black-Scholes and GARCH Models Using Currency Call Options Data
| Year of publication: |
2004
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|---|---|
| Authors: | Harikumar, T. ; de Boyrie, Maria E. ; Pak, Simon J. |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 23.2004, 4, p. 299-312
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