Extracting Model-Free Volatility from Option Prices: An Examination of the VIX Index
| Year of publication: |
2007
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|---|---|
| Authors: | Jiang, George J. ; Tian, Yisong S. |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 14.2007, 3, p. 35-60
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