Relative Implied-Volatility Arbitrage with Index Options

Relative Implied-Volatility Arbitrage with Index Options

Manuel Ammann and Silvan Herriger
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Volume:
58
Language:
english
Journal:
Financial Analysts Journal
DOI:
10.2307/4480434
Date:
November, 2002
File:
PDF, 2.23 MB
english, 2002
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