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The magnitude of implied volatility smiles: theory and empirical evidence for exchange rates

Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

Published
Publication date1998
Host publicationCurrency Derivatives: Pricing Theory, Exotic Options, Hedging Applications
Place of PublicationChichester
PublisherJohn Wiley and Sons Ltd
Pages165-180
Number of pages16
ISBN (Print)0-471-25267-0
Original languageEnglish