Index-option pricing with stochastic volatility and the...

Index-option pricing with stochastic volatility and the value of accurate variance forecasts

Robert F. Engle, Alex Kane, Jaesun Noh
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Volume:
1
Year:
1996
Language:
english
Pages:
19
DOI:
10.1007/bf01531596
File:
PDF, 994 KB
english, 1996
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