The Forecasting Performance of Corridor Implied Volatility in the Italian Market
Year of publication: |
2013
|
---|---|
Authors: | Muzzioli, Silvia |
Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 41.2013, 3, p. 359-386
|
Publisher: |
Society for Computational Economics - SCE |
Subject: | Corridor implied volatility | Model-free implied volatility | Variance swap | Corridor variance swap |
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