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The term structure of volatility implied by foreign exchange options

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
Pages181-200
Number of pages20
ISBN (Print)0-471-25267-0
Original languageEnglish