"On valuing and hedging European options when volatility is estimated directly."

Ray Popovic, David Goldsman (2012)

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DOI: 10.1016/J.EJOR.2011.09.011

access: closed

type: Journal Article

metadata version: 2020-02-21

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Ray Popovic, David Goldsman:
On valuing and hedging European options when volatility is estimated directly. Eur. J. Oper. Res. 218(1): 124-131 (2012)

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