The Volatility Smile and Yield Curve: Probability Densities Implicit in ERM/$ Options
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Bibliographic InfoPaper provided by Rutgers University, Department of Economics in its series Departmental Working Papers with number 199522.
Date of creation: 08 Apr 1997
Date of revision:
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ERM; implied probabilities; options; volatility smile;
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- F31 - International Economics - - International Finance - - - Foreign Exchange
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