Primary Article
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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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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