Model-Based versus Model-Free Implied Volatility:...

Model-Based versus Model-Free Implied Volatility: Evidence from North American, European, and Asian Index Option Markets

Biktimirov, Ernest N, Wang, Chunrong
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Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.2017.2017.1.056
Date:
February, 2017
File:
PDF, 6.06 MB
english, 2017
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