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Volatility surfaces: theory, rules of thumb, and empirical evidence
Authors:
Toby Daglish a;
John Hull b;
Wulin Suo c
| Affiliations: | a School of Economics and Finance, Victoria University of Wellington, New Zealand |
| b Rotman School of Management, University of Toronto, Canada | |
| c School of Business, Queen's University, Canada |
DOI:
10.1080/14697680601087883
Publication Frequency:
8 issues per year
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