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Dollar jump fears : 1984 - 1992 ; distributional abnormalities implicit in currency futures options
Bates, David S. - In: Journal of international money and finance 15 (1996) 1, pp. 65-93
Persistent link: https://www.econbiz.de/10001197734
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Jumps and stochastic volatility : exchange rate processes implicit in Deutschemark options
Bates, David S. - 1994
Persistent link: https://www.econbiz.de/10000941571
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Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S. - 1993
Persistent link: https://www.econbiz.de/10000884445