Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in PHLX Deutschemark Options

D.S. Bates

Weiss Center Working Papers from Wharton School - Weiss Center for International Financial Research

Keywords: exchange; rate (search for similar items in EconPapers)
Date: 1993
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Persistent link: https://EconPapers.repec.org/RePEc:fth:pennif:93-13

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