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The Effects of Volatility Misestimation on Option-Replication Portfolio Insurance https://rpc.cfainstitute.org/research/financial-analysts-journal/1990/the-effects-of-volatility-misestimation-on-option-replication-portfolio-insurance
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The Effects of Volatility Misestimation on Option-Replication Portfolio Insurance https://rpc.cfainstitute.org/research/financial-analysts-journal/1990/the-effects-of-volatility-misestimation-on-option-replication-portfolio-insurance
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