Analysis of the Term Structure of Implied Volatilities

A.G.Z. Kemna, R. Heijnen, A.C.F. Vorst

Research output: Contribution to JournalArticleAcademicpeer-review

Original languageEnglish
Pages (from-to)31-51
JournalJournal of Financial and Quantitative Analysis
Volume29
Issue number1
DOIs
Publication statusPublished - 1994

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