The discontinuation of the EUR/CHF minimum exchange rate: information from option-implied break probabilities (Q2699616)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The discontinuation of the EUR/CHF minimum exchange rate: information from option-implied break probabilities |
scientific article |
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The discontinuation of the EUR/CHF minimum exchange rate: information from option-implied break probabilities (English)
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19 April 2023
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forecasting
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options
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risk-neutral probability densities
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Swiss franc
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