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Implied remaining variance in derivative pricing
Carr, Peter
;
Sun, Jian
- In:
The journal of fixed income
23
(
2014
)
4
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pp. 19-32
Persistent link: https://www.econbiz.de/10010388877
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Implied remaining variance with application to Bachelier model
Sun, Jian
;
Niu, Qiankun
;
Cao, Shinan
;
Carr, Peter
- In:
The journal of fixed income
26
(
2016
)
2
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pp. 78-95
Persistent link: https://www.econbiz.de/10011684715
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