Locally complete markets, exchange rates and currency options (Q1418774)
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scientific article; zbMATH DE number 2026735
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Locally complete markets, exchange rates and currency options |
scientific article; zbMATH DE number 2026735 |
Statements
Locally complete markets, exchange rates and currency options (English)
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14 January 2004
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pricing kernels
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common shocks
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country specific shocks
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Heath-Jarrow-Morton
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