The magnitude of implied volatility smiles: theory and empirical evidence for exchange rates

Taylor, S J (1998) The magnitude of implied volatility smiles: theory and empirical evidence for exchange rates. In: Currency Derivatives: Pricing Theory, Exotic Options, Hedging Applications. John Wiley and Sons Ltd, Chichester, pp. 165-180. ISBN 0-471-25267-0

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/dk/atira/pure/subjectarea/aacsb/learningandpedagogical
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ID Code:
46018
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Deposited On:
11 Jul 2011 19:54
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Published
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13 Oct 2020 07:02