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Option pricing and spikes in volatility: theoretical and empirical analysis

Paola Zerilli

Money Macro and Finance (MMF) Research Group Conference 2005 from Money Macro and Finance Research Group

Date: 2005-09-03
New Economics Papers: this item is included in nep-cfn and nep-fmk
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http://repec.org/mmfc05/paper76.pdf (application/pdf)

Related works:
Working Paper: Option Pricing and Spikes in Volatility: Theoretical and Empirical Analysis (2007) Downloads
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Persistent link: https://EconPapers.repec.org/RePEc:mmf:mmfc05:76

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