Estimating volatility from ATM options with lognormal stochastic variance and long memory

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	733-748
Number of pages	0
Journal	Applied Financial Economics
Volume	22
Issue number	9
Early online date	Mar 2012
DOIs	https://doi.org/10.1080/09603107.2011.624082
Publication status	Published - May 2012

Access to Document

@article{d91991d85ea0407aae4a9c033b400ccc,

title = "Estimating volatility from ATM options with lognormal stochastic variance and long memory",

author = "Alessandro Cardinali",

year = "2012",

month = may,

doi = "10.1080/09603107.2011.624082",

language = "English",

volume = "22",

pages = "733--748",

journal = "Applied Financial Economics",

issn = "0960-3107",

publisher = "Taylor and Francis Ltd.",

number = "9",

}