The Market Price of Volatility Risk and the Dynamics of...

The Market Price of Volatility Risk and the Dynamics of Market and Actuarial Implied Volatilities

Rebonato, Riccardo
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Volume:
24
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.2017.24.4.021
Date:
May, 2017
File:
PDF, 5.89 MB
english, 2017
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