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BusinessEconomicsFinanceEconometricsFinancial EconomicsImplied VolatilityOption PricingOption Pricing ModelsOptions MarketsVolatility AnalysisVolatility ModelingHigh-frequency Implied VolatilityImplied Volatility Term StructureIndex Option Implied VolatilityMarket Volatility EffectsPrice Volatility EffectsVolatilityVolatility Drift
13
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The Price Effect of Option Introduction
Jennifer Conrad · The Journal of Finance · 1989 · 342 citations
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