Xu, G and Taylor, S J (1994) The magnitude of implied volatility smiles: theory and empirical evidence for exchange rates. Review of Futures Markets, 13. pp. 355-380. ISSN 0898-011X
Full text not available from this repository.| Item Type: | Article |
|---|---|
| Journal or Publication Title: | Review of Futures Markets |
| Subjects: | UNSPECIFIED |
| Departments: | Lancaster University Management School > Accounting & Finance |
| ID Code: | 43626 |
| Deposited By: | ep_importer_pure |
| Deposited On: | 11 Jul 2011 19:02 |
| Refereed?: | Yes |
| Published?: | Published |
| Last Modified: | 26 Jul 2012 18:50 |
| Identification Number: | |
| URI: | http://eprints.lancs.ac.uk/id/eprint/43626 |
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