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The informational content of over-the-counter currency options

by Peter Christoffersen and Stefano Mazzotta
Year of publication:
2004
Authors: Christoffersen, Peter F. ; Mazzotta, Stefano
Publisher: Frankfurt am Main : European Central Bank
Subject: OTC-Handel | OTC market | Devisenoption | Currency option | Volatilität | Volatility | USA | United States | Japan | Großbritannien | United Kingdom
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