The Term Structure of S&P100 Model-Free Volatilities

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Bibliographic Details
Main Authors: LIM, Kian Guan, TING, Hian Ann, Christopher
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2013
Subjects:
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/3422
https://doi.org/10.1080/14697688.2012.751493
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Institution: Singapore Management University
Language: English
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