Modelling the implied volatility surface: Does market efficiency matter?: An application to MIB30 index options
- 作者Gianluca Cassese; Massimo Guidolin
- 卷第15卷
- 期第2期
- 印刷ISSN1057-5219
- 文件大小721.37KB
- 发表时间2006
- DOI10.1016/j.irfa.2005.10.003
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