Understanding the implied volatility surface for options on a diversified index
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Publication:2575436
DOI10.1007/s10690-005-4249-4zbMath1075.91019OpenAlexW2115155406MaRDI QIDQ2575436
Eckhard Platen, David C. Heath
Publication date: 9 December 2005
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10690-005-4249-4
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