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"A Theory of Volatility Spreads."

Gurdip Bakshi, Dilip B. Madan (2006)

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DOI: 10.1287/MNSC.1060.0579

access: closed

type: Journal Article

metadata version: 2024-02-05

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Gurdip Bakshi, Dilip B. Madan:
A Theory of Volatility Spreads. Manag. Sci. 52(12): 1945-1956 (2006)

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