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RDP 8902: Option Prices and Implied Volatilities: An Empirical Analysis
Equation
(
T
−
(
t
+
1
)
)
σ
2
(
t
+
1
,
T
)
=
Σ
i
=
2
T
−
t
E
t
+
1
(
ε
t
+
i
2
)
.
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