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The top documents tagged [atm implied volatility]
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atm implied volatility
Hedging the Asset Swap of the JGB Floating Rate Notes Jiakou Wang Presentation at SooChow University March 2009.
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Hedging the Asset Swap
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Predictive Models of Realized Variation and the Effects of Realized Semi-Variance on Implied Volatility Haoming Wang 3/19/2008.
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Haoming Wang 3/19/2008
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