Model-Free Implied Volatility : From Surface to Index

Bibliographic Information

Title
Model-Free Implied Volatility : From Surface to Index
Author
Masaaki Fukasawa, Isao Ishida, Nabil Maghrebi, Kosuke Oya, Masato Ubukata, Kazutoshi Yamazaki

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Details 詳細情報について

  • CRID
    1010000782042467328
  • Article Type
    journal article
  • Data Source
    • KAKEN

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