Torben Andersen

  • 11051 Citations
1994 …2020

Research output per year

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Research Output

Chapter (peer-reviewed)

Construction and Interpretation of Model-free Implied Volatility

Andersen, T. G. & Bondarenko, O., 2007, Volatility As An Asset Class. Nelken, I. (ed.). Risk Publications, p. 141-181 41 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)