Estimating volatility from ATM options with lognormal stochastic variance and long memory
Year of publication: |
2012
|
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Authors: | Cardinali, Alessandro |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 22.2012, 7/9, p. 733-748
|
Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory |
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