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• Bruce Mizrach

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Paper provided by Rutgers University, Department of Economics in its series Departmental Working Papers with number 199522.

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Date of creation: 08 Apr 1997
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Handle: RePEc:rut:rutres:199522

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Keywords: ERM; implied probabilities; options; volatility smile;

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F31 - International Economics - - International Finance - - - Foreign Exchange
G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing

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This page was last updated on 2009-11-21.