On valuing and hedging European options when volatility is estimated directly
| Year of publication: |
2012
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|---|---|
| Authors: | Popovic, Ray ; Goldsman, David |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 218.2012, 1 (1.4.), p. 124-132
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