Option Pricing and Spikes in Volatility: Theoretical and Empirical Analysis
Year of publication: |
2007-05
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Authors: | Zerilli, Paola |
Institutions: | Department of Economics and Related Studies, University of York |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; C22 - Time-Series Models ; C14 - Semiparametric and Nonparametric Methods |
Source: |
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