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Is implied volatility sensitive to the choice of currency options maturity period?

Hoque, A. (2010) Is implied volatility sensitive to the choice of currency options maturity period? Academy of Taiwan Business Management Review, 6 (4). pp. 102-109.

Publication Type: Journal Article
Publisher: Taiwan Institute of Business Administration
URI: http://researchrepository.murdoch.edu.au/id/eprint/39333
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