A CONSISTENT PRICING MODEL FOR INDEX OPTIONS AND VOLATILITY DERIVATIVES

Published 2011 View Full Article

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Title
A CONSISTENT PRICING MODEL FOR INDEX OPTIONS AND VOLATILITY DERIVATIVES
Authors
Keywords
-
Journal
MATHEMATICAL FINANCE
Volume 23, Issue 2, Pages 248-274
Publisher
Wiley
Online
2011-07-07
DOI
10.1111/j.1467-9965.2011.00492.x
References
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