Interpreting the volatility smile: an examination of the information content of option prices
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More about this item
KeywordsRisk management ; Asset-liability management;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2001-09-10 (All new papers)
- NEP-ETS-2001-09-10 (Econometric Time Series)
- NEP-FMK-2001-09-10 (Financial Markets)
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