Deterministic volatility models and dynamics of option returns (Q2843181)
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scientific article; zbMATH DE number 6197353
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deterministic volatility models and dynamics of option returns |
scientific article; zbMATH DE number 6197353 |
Statements
Deterministic volatility models and dynamics of option returns (English)
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9 August 2013
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pricing kernel
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deterministic volatility mode
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cross-sectional option returns
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