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Volumn 13, Issue 1, 2003, Pages 85-97
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Local vega index and variance reduction methods
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Author keywords
Option sensitivity; Volatility structure
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Indexed keywords
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EID: 0141936533
PISSN: 09601627
EISSN: None
Source Type: Journal
DOI: 10.1111/1467-9965.00007 Document Type: Conference Paper |
Times cited : (7)
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References (10)
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