Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in PHLX Deutschemark Options.
| Year of publication: |
1993
|
|---|---|
| Authors: | Bates, D.S. |
| Institutions: | Weiss Center for International Financial Research, Wharton School of Business |
| Subject: | exchange rate |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10005478736