Systematic jump risks in a small open economy: simultaneous equilibrium valuation of options on the market portfolio and the exchange rate
| Year of publication: |
2001
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|---|---|
| Authors: | Cao, Melanie |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 8720149. - Vol. 20.2001, 2, p. 191-218
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