Implied remaining variance in derivative pricing

Peter Carr, Jian Sun

Research output: Contribution to journalArticle

Original languageEnglish (US)
Pages (from-to)19-32
Number of pages14
JournalJournal of Fixed Income
Volume23
Issue number4
DOIs
StatePublished - 2014

ASJC Scopus subject areas

  • Finance
  • Economics and Econometrics

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