Analysis of the Term Structure of Implied Volatilities
Year of publication: |
1994
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Authors: | Heynen, Ronald ; Kemna, Angelien ; Vorst, Ton |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 29.1994, 1, p. 31-56
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