The risk neutral dynamics of market implied volatility and its application.

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posted on 2014-03-18, 00:00 authored by Peng. He

The risk neutral dynamics of market implied volatility and its application.

History

Degree Grantor

University of Illinois at Chicago.

Degree Level

Doctoral

Language

en

Issue date

2007-01-01

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https://uic.figshare.com/account/projects/71123/articles/10922843

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