An Explicit Mapping of Currency Target Zone Models to Option Prices*

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Author
Lera, Sandro C.
Sornette, Didier
Date
2019-12
Type
    Journal Article
Publication status
published
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Journal / series
International Review of Finance
Volume
19(4)
Pages / Article No.
919 - 927
Publisher
Wiley-Blackwell
Organisational unit
03738 - Sornette, Didier / Sornette, Didier  
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