Stochastic Volatility
Year of publication: |
2010-02-25
|
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Authors: | Andersen, Torben G. ; Benzoni, Luca |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Stochastic Volatility | Realized Volatility | Implied Volatility | Options | Volatility Smirk | Volatility Smile | Dynamic Term Structure Models | Affine Models |
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