Jumps And Stochastic Volatility: Exchange Rate Processes Implicit In PHLX Deutschemark Options

By: Contributor(s): Material type: TextTextSeries: NBER Working Paper SeriesPublication details: Cambridge, MA NBER 1993Description: 41pISBN:
DDC classification:
  • NBER WP4596
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Item type Current library Call number Status Barcode
Working Papers (Print) Working Papers (Print) IGIDR NBER WP4596 (Browse shelf(Opens below)) Available G6270

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