Pricing Nikkei 225 options using realized volatility

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Bibliographic Information

Title
"Pricing Nikkei 225 options using realized volatility"
Statement of Responsibility
Masato Ubukata and Toshiaki Watanabe
Publisher
  • Institute for Monetary and Economic Studies, Bank of Japan
Publication Year
  • 2011
Book size
30 cm
Other Title
  • IMES

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Notes

Cover title

Bibliography: p. 20-24

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