Pricing and Hedging Index Options under Stochastic Volatility <An> Empirical Examination
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| Autor principal: | |
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| Formato: | Livro |
| Idioma: | inglês |
| Publicado em: |
Atlanta
Federal Reserve Bank of Atlanta
1996
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| Colecção: | Working Paper
96-9 |
| Assuntos: | |
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