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

Hoque, A.ORCID: 0000-0001-8369-6653 (2010) Is implied volatility sensitive to the choice of currency options maturity period? Academy of Taiwan Business Management Review, 6 (4). pp. 102-109.

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