A CONSISTENT PRICING MODEL FOR INDEX OPTIONS AND VOLATILITY...

Mathematical Finance 2012 Vol. aop; Iss. aop

A CONSISTENT PRICING MODEL FOR INDEX OPTIONS AND VOLATILITY DERIVATIVES

Rama Cont, Thomas Kokholm
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Volume:
aop
Year:
2012
Language:
english
Pages:
1
DOI:
10.1111/j.1467-9965.2011.00492.x
File:
PDF, 513 KB
english, 2012
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