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Analysis of the term structure of implied volatilities
Heynen, Ronald C.; Kemna, Angelien G.; Vorst, Ton - 1992
Persistent link: https://www.econbiz.de/10000853901
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An empirical investigation of observed smile patterns
Heynen, Ronald C. - In: Review of futures markets 13 (1994) 2, pp. 317-353
Persistent link: https://www.econbiz.de/10001169316