Examining and modeling the dynamics of the volatility surface : an empirical study of the DAX and ESX options market
Year of publication: |
Dec. 2000 ; [Elektronische Ressource]
|
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Other Persons: | Söderman, Ronnie (contributor) |
Institutions: | Svenska Handelshögskolan <Helsinki> (contributor) |
Publisher: |
Helsingfors : Svenska Handelshögskolan |
Subject: | Index-Futures | Index futures | Volatilität | Volatility | Theorie | Theory |
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