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The impact of firm specific news on implied volatilities

, and . Journal of Banking & Finance, 20 (9): 1447--1461 (November 1996)

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The impact of firm specific news on implied volatilities, and . Journal of Banking & Finance, 20 (9): 1447--1461 (November 1996)Currency lookback options and observation frequency: A binomial approach, and . Journal of International Money and Finance, 16 (2): 173--187 (April 1997)Pricing American interest rate claims with humped volatility models, and . Journal of Banking & Finance, 21 (8): 1131--1157 (August 1997)Option pricing with hedging at fixed trading dates, and . Applied Mathematical Finance, 3 (2): 135--158 (1996)