A Theory of Volatility Spreads
Year of publication: |
2006
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Authors: | Bakshi, Gurdip ; Madan, Dilip |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 52.2006, 12, p. 1945-1956
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