Testing the Volatility Term Structure Using Option Hedging Criteria
| Year of publication: |
2000
|
|---|---|
| Authors: | Engle, Robert F. ; Rosenberg, Joshua V. |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 8.2000, 1, p. 10-28
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