Pricing options by simulation using realized volatility

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Date: 2013-01-16 21:49:36 Economics Volatility Stochastic volatility Autoregressive conditional heteroskedasticity Black–Scholes Realized variance Realized kernel Implied volatility VIX Mathematical finance Financial economics Finance		Pricing options by simulation using realized volatility Add to Reading List Source URL: www.mssanz.org.au Download Document from Source Website File Size: 650,31 KB Share Document on Facebook

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