"Implied Volatility Structure in Turbulent and Long-Memory Markets."

Josselin Garnier, Knut Sølna (2020)

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DOI: 10.3389/FAMS.2020.00010

access: open

type: Journal Article

metadata version: 2021-12-06

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Josselin Garnier, Knut Sølna:
Implied Volatility Structure in Turbulent and Long-Memory Markets. Frontiers Appl. Math. Stat. 6: 10 (2020)

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