Index-Option Pricing with Stochastic Volatility and the Value of Accurate Variance Forecasts

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Publisher
SPRINGER
Issue Date
1996-06
Language
English
Citation

REVIEW OF DERIVATIVES RESEARCH, v.1, no.2, pp.139 - 157

ISSN
1380-6645
URI
http://hdl.handle.net/10203/73785
Appears in Collection
MT-Journal Papers(저널논문)
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