Errors in Implied Volatility Estimation

Journal of Financial and Quantitative Analysis

Volumn 38, Issue 4, 2003, Pages 779-810

  Hentschel, Ludger ^a  

^a UNIVERSITY OF ROCHESTER   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0346332903     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.2307/4126743     Document Type: Article

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