Implied volatilities, stochastic interest rates, and currency futures options valuation: an empirical investigation

Author: Bhargava Vivek   Brooks Robert   Malhotra D.K.  

Publisher: Routledge Ltd

ISSN: 1466-4364

Source: The European Journal of Finance, Vol.7, Iss.3, 2001-09, pp. : 231-246

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Abstract