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Jumps and stochastic volatility: Exchange rate processes implicit in Deutsche Mark options (1993)
by
David S. Bates
| Citations: | 531 - 6 self |
BibTeX
@MISC{Bates93jumpsand,
author = {David S. Bates},
title = {Jumps and stochastic volatility: Exchange rate processes implicit in Deutsche Mark options},
year = {1993}
}
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Abstract
