INDEX-OPTION PRICING WITH STOCHASTIC VOLATILITY AND THE VALUE OF ACCURATE VARIANCE FORECASTS
Year of publication: |
1993
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Authors: | Engle, Robert F. ; Kane, Alex ; Noh, Jaesun |
Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 1993, 4519
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Saved in:
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