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Title: Volatile Volatility? Examining the B-S Constant Volatility Assumption for Long-Term Index Options
Authors: Moberg, James W.
Advisors: Brunnermeier, Markus
Department: Economics
Class Year: 2003
Extent: 57 Pages
Other Identifiers: 16070
Location : This thesis can be viewed in person at the Mudd Manuscript Library. To order a copy complete the Senior Thesis Request Form. For more information contact
Type of Material: Princeton University Senior Theses
Appears in Collections:Economics, 1927-2017

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