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La estructura temporal de las volatilidades implícitas en la opción sobre el IBEX-35

Pilar Corredor-Casado and Rafael Santamaría-Aquilué
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Pilar Corredor-Casado: Universidad Pública de Navarra
Rafael Santamaría-Aquilué: Universidad Pública de Navarra

Investigaciones Economicas, 2000, vol. 24, issue 2, 385-417

Date: 2000
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