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Mathematical finance / Options / Economy / Finance / Money / Volatility / Implied volatility / Stochastic volatility / BlackScholes model / Beta / Market risk / Moneyness


Computing the Market Price of Volatility Risk in the Energy Commodity Markets James S. Doran Department of Finance Florida State University and
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Document Date: 2007-03-27 13:47:17


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File Size: 487,10 KB

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