SYMPOSIUM ON OPTION-IMPLIED DISTRIBUTIONS - Is Implied Correlation Worth Calculating? Evidence from Foreign Exchange Options
| Year of publication: |
2000
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|---|---|
| Authors: | Walter, Christian A. ; Lopez, Jose A. |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 7.2000, 3, p. 65-82
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