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- W1972604920 abstract "Journal of Futures MarketsVolume 18, Issue 6 p. 605-627 Stochastic volatility functions implicit in Eurodollar futures options Karen Bhanot, Corresponding Author Karen Bhanot College of Business Administration, The University of Texas, 4.02.32 Business Building, 6900 North Loop 1604, San Antonio, TX 78249 I am thankful to David Bates and Doug Foster. Comments from an anonymous referee and from Mark Powers are gratefully acknowledged.College of Business Administration, The University of Texas, 4.02.32 Business Building, 6900 North Loop 1604, San Antonio, TX 78249Search for more papers by this author Karen Bhanot, Corresponding Author Karen Bhanot College of Business Administration, The University of Texas, 4.02.32 Business Building, 6900 North Loop 1604, San Antonio, TX 78249 I am thankful to David Bates and Doug Foster. Comments from an anonymous referee and from Mark Powers are gratefully acknowledged.College of Business Administration, The University of Texas, 4.02.32 Business Building, 6900 North Loop 1604, San Antonio, TX 78249Search for more papers by this author First published: 07 December 1998 https://doi.org/10.1002/(SICI)1096-9934(199809)18:6<605::AID-FUT1>3.0.CO;2-2Citations: 1 AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinked InRedditWechat Citing Literature Volume18, Issue6September 1998Pages 605-627 RelatedInformation" @default.
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