"Deterministic volatility models and dynamics of option returns."

Takahiro Yamamoto, Koichi Miyazaki (2011)

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DOI: 10.14495/JSIAML.3.57

access: open

type: Journal Article

metadata version: 2021-02-17

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Takahiro Yamamoto, Koichi Miyazaki:
Deterministic volatility models and dynamics of option returns. JSIAM Lett. 3: 57-60 (2011)

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