DMCA
Jumps and stochastic volatility: Exchange rate processes implicit in Deutsche Mark options (1993)
by
David S. Bates
| Citations: | 547 - 6 self |
BibTeX
@MISC{Bates93jumpsand,
author = {David S. Bates},
title = {Jumps and stochastic volatility: Exchange rate processes implicit in Deutsche Mark options},
year = {1993}
}
Share
 |
 |
 |
 |
||
OpenURL
Abstract
