Author:
Almeida Caio,Vicente José
Subject
Economics and Econometrics,Finance
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4. Identifying volatility risk premia from fixed income Asian options;Almeida;Journal of Banking and Finance,2009
5. Almeida, C.I.R., Vicente, J.V.M., 2006. Term structure movements implicit in Asian option prices. Working paper, Graduate School of Economics, Getulio Vargas Foundation.
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