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

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Published
<mark>Journal publication date</mark>1994
<mark>Journal</mark>Review of Futures Markets
Volume13
Number of pages26
Pages (from-to)355-380
Publication StatusPublished
<mark>Original language</mark>English