CONSTRUCTION AND INTERPRETATION OF MODEL-FREE IMPLIED VOLATILITY
| Year of publication: |
2007
|
|---|---|
| Authors: | Andersen, Torben G. ; Bondarenko, Oleg |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2007, 13449
|