Aron Gereben

Government of New Zealand - Department of Economics

2 The Terrace

P.O. Box 2498

Wellington

New Zealand

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Extracting Market Expectations from Option Prices: An Application to Over-the-Counter New Zealand Dollar Options

Reserve Bank of New Zealand Discussion Paper No. DP2002/04
Number of pages: 13 Posted: 26 Oct 2002
Aron Gereben
Government of New Zealand - Department of Economics
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