Modelling the Implied Volatility of Options on Long Gilt Futures
| Year of publication: |
2002
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|---|---|
| Authors: | Brooks, Chris ; Oozeer, M.Currim |
| Published in: |
Journal of business finance & accounting : JBFA. - Oxford : Blackwell, ISSN 0306-686X, ZDB-ID 1929628. - Vol. 29.2002, 1-2, p. 111-138
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