Modelling the MIB30 implied volatility surface. Does market efficiency matter?
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KeywordsAssets (Accounting) ; Prices;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-05-23 (All new papers)
- NEP-FIN-2005-05-23 (Finance)
- NEP-RMG-2005-05-23 (Risk Management)
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