An Empirical Model for Volatility of Returns and Option Pricing

@article{McCauley2002AnEM,
  title={An Empirical Model for Volatility of Returns and Option Pricing},
  author={Joseph L. McCauley and Gemunu H. Gunaratne},
  journal={ArXiv},
  year={2002},
  volume={cs.CE/0201026}
}
View PDF on arXiv
40 Citations
Highly Influential Citations
2
Background Citations
10
Methods Citations
4
Results Citations
1

40 Citations

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