Global contagion of volatilities and volatility risk premiums

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Date: 2010-06-03 01:57:00 Investment Volatility Implied volatility Stochastic volatility Black–Scholes VIX Heston model Realized variance Futures contract Mathematical finance Financial economics Finance		Global contagion of volatilities and volatility risk premiums Add to Reading List Source URL: www.bis.org Download Document from Source Website File Size: 2,72 MB Share Document on Facebook

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