Joint modeling of call and put implied volatility
| Year of publication: |
2009
|
|---|---|
| Authors: | Ahoniemi, Katja ; Lanne, Markku |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 25.2009, 2, p. 239-258
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