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~isPartOf:"EFA 2005 Moscow Meetings Paper"
~person:"Carr, Peter"
~person:"Gikhman, Ilya I."
~person:"Waltman, Waltman, L."
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EFA 2005 Moscow Meetings Paper
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on Realized Variance
Carr, Peter
-
2010
of capturing the observed variation of market prices of vanilla stock
options
across strike and maturity. In this paper …
Persistent link: https://www.econbiz.de/10012717752
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