Jumps, martingales, and foreign exchange futures prices

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040 ‡aDJB ‡cDJB
090 ‡aHG3881.5.I58 ‡bW67 no.96/21
035 ‡a(OCoLC)34459488
100 1 ‡aHu, Zuliu
245 1 0 ‡aJumps, martingales, and foreign exchange futures prices / ‡cprepared by Zu-Liu Hu
260 ‡a[Washington, D.C.] : ‡bInternational Monetary Fund, Research Dept., ‡cc1996
300 ‡aiii, 22 p. ; ‡c28 cm
490 0 ‡aIMF working paper ; ‡vWP/96/21
538 ‡aMode of access: Internet.
650 0 ‡aMartingales (Mathematics)
650 0 ‡aCapital assets pricing model
650 0 ‡aForeign exchange futures ‡xEconometric models
710 2 ‡aInternational Monetary Fund. ‡bResearch Dept
CID ‡a007213824
DAT 0 ‡b20090824000000.0
DAT 1 ‡a20120815105642.0 ‡b2023-09-19T17:50:01Z
DAT 2 ‡a2023-09-19T17:30:02Z
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