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Gianluca, Cassesse ; Massimo, Guidolin. (2005) Modelling the MIB30 implied volatility surface. Does market efficiency matter?.
In: Working Papers. RePEc:fip:fedlwp:2005-008.

Full description at Econpapers

cites:

[36] Tompkins, R., 1999. Implied Volatility Surfaces: Uncovering Regularities for Options on Financial Futures. working paper No. 49, University of Vienna. 31

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