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1. Extracting market expectations from option prices: an application to over-the-counter New Zealand dollar options
Publishing author: GEREBEN Aron 
Co-author(s): 
Working paper (2002 - Reserve Bank of New Zealand) - English
Online since 2002.11.18 at 20:42:13 - 87 download(s) - 1 rating(s) - Average rating (/5): 4
Abstract | Download (.pdf - 321 KB) - Zip version (277 KB)

 

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