Short-term options with stochastic volatility: Estimation and empirical performance
Gabriele Fiorentini (),
Angel León and
No 2, Studies on the Spanish Economy from FEDEA
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Working Paper: SHORT-TERM OPTIONS WITH STOCHASTIC VOLATILITY: ESTIMATION AND EMPIRICAL PERFORMANCE (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:fda:fdaeee:02
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