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A GARCH model of the implied volatility of the Swiss market index from option prices
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A GARCH model of the implied volatility of the Swiss market index from option prices

Oliver B. Linton

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A GARCH model of the implied volatility of the Swiss market index from option prices by Oliver B. Linton. Published by London School of Economics and Political Science in 2004. Publication and catalogue information, links to buy online and reader comments.

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