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~isPartOf:"Applied economics"
~person:"Boyle, Phelim P."
~person:"Zhang, Jin E."
~subject:"Index futures"
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Black-Scholes model
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
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