Option pricing and spikes in volatility: theoretical and empirical analysis
Money Macro and Finance (MMF) Research Group Conference 2005 from Money Macro and Finance Research Group
New Economics Papers: this item is included in nep-cfn and nep-fmk
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Working Paper: Option Pricing and Spikes in Volatility: Theoretical and Empirical Analysis (2007)
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Persistent link: https://EconPapers.repec.org/RePEc:mmf:mmfc05:76
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