Recovering risk-neutral densities from exchange rate options: Evidence from Lira-Dollar options
Author(s) -
Pınar Özbay Özlü,
Halil İbrahim AYDIN,
Ahmet Değerli
Publication year - 2010
Publication title -
i̇ktisat i̇şletme ve finans
Language(s) - English
Resource type - Journals
ISSN - 1308-4658
DOI - 10.3848/iif.2010.291.2740
Subject(s) - lira , liberian dollar , exchange rate , us dollar , monetary economics , economics , business , finance
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