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Implied volatility surface predictability: the case of commodity markets

Bibliographic record. Follow the original-source link for the publication.

Field Value
Topics volatility, research_methods
Authors Fearghal Kearney, Han Lin Shang, Lisa Sheenan
Published 2019-09-21
Source arXiv Quantitative Finance History
Identifiers arxiv:1909.11009
URL Open original source

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