Author:
Britten-Jones Mark,Neuberger Anthony
Subject
Economics and Econometrics,Finance,Accounting
Reference43 articles.
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3. Regime-switching in foreign exchange rates: Evidence from currency option prices;Bollen;Journal of Econometrics,2000
4. State contingent prices implicit in option prices;Breeden;Journal of Business,1978
Cited by
648 articles.
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