Efficient option-implied volatility estimators
- 1 May 1996
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 16 (3) , 247-272
- https://doi.org/10.1002/(sici)1096-9934(199605)16:3<247::aid-fut1>3.0.co;2-j
Abstract
No abstract availableThis publication has 58 references indexed in Scilit:
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