Template-Type: ReDIF-Paper 1.0
Series: Tinbergen Institute Discussion Papers
Creation-Date: 1996-11-08
Number: 96-169/2
Author-Name: Fabio Mercurio
Author-Workplace-Name: Erasmus University Rotterdam
Author-Name: Juan M. Moraleda
Author-Workplace-Name: Erasmus University Rotterdam
Title: A Family of Humped Volatility Structures
Abstract: 
File-Url: https://papers.tinbergen.nl/96169.pdf
File-Format: application/pdf
File-Size: 477741 bytes
Handle: RePEc:tin:wpaper:19960169