Analysis of the term structure of implied volatilities / Ronald Heynen, Angelien Kemna, Ton Vorst
Eerder verschenen als: Rotterdam : Erasmus University Rotterdam, 1992. - (Report / ECFR, Erasmus Center for Financial Research ; 9206). - Oorspr. uitg.: Rotterdam : Econometric Institute, Erasmus University Rotterdam, 1991. - (Report / Econometric Institute, Erasmus University Rotterdam ; 9220/A)