Option Hedging and Implicit Volatilities. Non Causality in Continuous Time Varma Models
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Bibliographic InfoPaper provided by Toulouse - GREMAQ in its series Papers with number 93.298.
Length: 45 pages
Date of creation: 1993
Date of revision:
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Postal: GREMAQ, Universite de Toulouse I Place Anatole France 31042 - Toulouse CEDEX France.
Fax: 05 61 22 55 63
Web page: http://www-gremaq.univ-tlse1.fr/
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