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Stochastic volatility functions implicit in Eurodollar futures options

โœ Scribed by Bhanot, Karen

Publisher
John Wiley and Sons
Year
1998
Tongue
English
Weight
247 KB
Volume
18
Category
Article
ISSN
0270-7314

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โœฆ Synopsis

I am thankful to David Bates and Doug Foster. Comments from an anonymous referee and from Mark Powers are gratefully acknowledged.

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