Towards a volatility index for the Italian stock market
Year of publication: |
2010-09
|
---|---|
Authors: | Muzzioli, Silvia |
Institutions: | Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia |
Subject: | volatility index | Black-Scholes implied volatility | model-free implied volatility | corridor implied volatility | implied binomial trees |
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