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The nonlinear and statistical properties of the implied volatility for index option

Title
The nonlinear and statistical properties of the implied volatility for index option
Authors
이재욱
Date Issued
2010-06-22
Publisher
Bachelier Society
URI
https://oasis.postech.ac.kr/handle/2014.oak/47205
Article Type
Conference
Citation
6th World Congress Bachelier Finance Society, 2010-06-22
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이재욱LEE, JAEWOOK
Dept of Industrial & Management Enginrg
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