Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options

Review of Financial Studies

Volumn 9, Issue 1, 1996, Pages 69-107

  Bates, David S ^a  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0030534228     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/9.1.69     Document Type: Article

References (45)

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