On the volatility of volatility

Physica A: Statistical Mechanics and its Applications 2007 Vol. 380; Iss. none

On the volatility of volatility

Stephen D.H. Hsu, Brian M. Murray
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Volume:
380
Year:
2007
Language:
english
Pages:
11
DOI:
10.1016/j.physa.2007.02.041
File:
PDF, 587 KB
english, 2007
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