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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Item Type: Contribution in Book/Report/Proceedings
Uncontrolled Keywords: /dk/atira/pure/subjectarea/aacsb/learningandpedagogical
Subjects:
Departments: Lancaster University Management School > Accounting & Finance
ID Code: 46018
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 19:54
Refereed?: No
Published?: Published
Last Modified: 14 Jan 2020 00:39
URI: https://eprints.lancs.ac.uk/id/eprint/46018

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