An edition of Jumps and stochastic volatility (1993)

Jumps and stochastic volatility

exchange rate processes implicit in PHLX Deutschemark options

by

Jumps and stochastic volatility
David S. Bates, David S. Bates
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Last edited by WorkBot
January 24, 2010 | History
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An edition of Jumps and stochastic volatility (1993)

Jumps and stochastic volatility

exchange rate processes implicit in PHLX Deutschemark options

by

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Publish Date
Publisher
National Bureau of Economic Research
Language
English
Pages
41

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Subjects

Mathematical models, Foreign exchange

Places

Germany

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Edition Availability
Cover of: Jumps and stochastic volatility
Jumps and stochastic volatility: exchange rate processes implicit in PHLX Deutschemark options
1993, National Bureau of Economic Research
in English
  • Not in Library

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Book Details

Edition Notes

"December 1993."

Includes bibliographical references (p. 39-41).

Binghamton University Libaries' copy bound with: Estimation of the depreciation rate of physical and R&D capital in the U.S. total manufacturing sector / M. Ishaq Nadiri, Ingmar R. Prucha.

Published in
Cambridge, MA
Series
NBER working paper series -- working paper no. 4596., Working paper series (National Bureau of Economic Research) -- working paper no. 4596.

The Physical Object

Pagination
41 p. :
Number of pages
41

ID Numbers

Open Library
OL22427455M

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January 24, 2010 Edited by WorkBot add more information to works
December 11, 2009 Created by WorkBot add works page