Extracting Model-Free Volatility from Option Prices: An...

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Extracting Model-Free Volatility from Option Prices: An Examination of the Vix Index

Jiang, George J., Tian, Yisong S.
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Year:
2006
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.880459
File:
PDF, 230 KB
english, 2006
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