Joint Modeling of Call and Put Implied Volatility

K. Ahoniemi, M. Lanne

Research output: Contribution to journalArticleScientificpeer-review

9 Citations (Scopus)
Original languageEnglish
Pages (from-to)239-258
JournalInternational Journal of Forecasting
Volume25
Publication statusPublished - 2009
MoE publication typeA1 Journal article-refereed

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