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Using implied volatility on options to measure the relation between asset returns and variability

✍ Scribed by Wallace N Davidson; Jin Kyoung Kim; Evren Ors; Andrew Szakmary

Book ID: 117528248
Publisher: Elsevier Science
Year: 2001
Tongue: English
Weight: 163 KB
Volume: 25
Category: Article
ISSN: 0378-4266
DOI: 10.1016/s0378-4266(00)00128-x

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