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http://arks.princeton.edu/ark:/88435/dsp01bc386k23g| 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 |
| URI: | http://arks.princeton.edu/ark:/88435/dsp01bc386k23g |
| 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 mudd@princeton.edu. |
| Type of Material: | Princeton University Senior Theses |
| Appears in Collections: | Economics, 1927-2020 |
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