Inferring Future Volatility from the Information in Implied Volatility in Eurodollar Options: A New Approach
| Year of publication: |
1997
|
|---|---|
| Authors: | Amin, Kaushik I. ; Ng, Victor K. |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 10.1997, 2, p. 333-368
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