The Volatility Risk Premium Embedded in Currency Options.
| Autor: | Buen Sin Low1 abslow@ntu.edu.sg, Shaojun Zhang1 asjzhang@ntu.edu.sg |
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| Zdroj: | Journal of Financial & Quantitative Analysis. Dec2005, Vol. 40 Issue 4, p803-832. 30p. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
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