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Volumn 22, Issue 10, 2002, Pages 915-937

Factors Explaining Movements in the Implied Volatility Surface

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Indexed keywords


EID: 0036346837     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.10039     Document Type: Review
Times cited : (34)

References (23)
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