Fitting and testing for the implied volatility curve using parametric models
Year of publication: |
2012
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Authors: | Chang, Chuang‐Chang ; Chou, Pin‐Huang ; Liao, Tzu‐Hsiang |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 32.2012, 12, p. 1171-1192
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