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2014
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BusinessStatisticsEngineeringData ScienceGarch ModelsAsset PricingOption PricingVolatility Modeling
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2014–2014
Estimating and using GARCH models with VIX data for option valuation
Juho Kanniainen, Binghuan Lin · Journal of Banking & Finance · 2014 · 96 citations
Option Pricing, Volatility Modeling, Engineering +9
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