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Extracting model free volatility from option prices: an examination of the VIX index

Jiang, J. George and Tian,S. Yisong

Extracting model free volatility from option prices: an examination of the VIX index 2007 - 2007 - 35 - 60 V. 14 Issue. 3

Subjects--Topical Terms:
Derivatives

Subjects--Index Terms: Chicago Board options exchange;CBOE;VIX Index;Stock market;Trading;

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