Extracting the Joint Volatility Structure of Foreign Exchange and Interest Rates from Option Prices
| Year of publication: |
2002-05-01
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|---|---|
| Authors: | Schlögl, Erik |
| Institutions: | Finance Discipline Group, Business School |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 79 |
| Source: |
Persistent link: https://www.econbiz.de/10004984532