Arbitrage Bounds of the Implied Volatility Strike and Term Structures of European-Style Options

Hardy M. Hodges

doi:10.3905/jod.1996.407950

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Arbitrage Bounds of the Implied Volatility Strike and Term Structures of European-Style Options

Hardy M. Hodges

The Journal of Derivatives Summer 1996, 3 (4) 23-35; DOI: https://doi.org/10.3905/jod.1996.407950

Hardy M. Hodges

A vice president at Chase Securities Inc. in New York.

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The Journal of Derivatives

Vol. 3, Issue 4

Summer 1996

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Arbitrage Bounds of the Implied Volatility Strike and Term Structures of European-Style Options

Hardy M. Hodges

The Journal of Derivatives May 1996, 3 (4) 23-35; DOI: 10.3905/jod.1996.407950

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Arbitrage Bounds of the Implied Volatility Strike and Term Structures of European-Style Options

Hardy M. Hodges

The Journal of Derivatives May 1996, 3 (4) 23-35; DOI: 10.3905/jod.1996.407950

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