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OPTION: estimation of volatility

To: Real Traders <realtraders@xxxxxxxxxxxx>
Subject: OPTION: estimation of volatility
From: Stephane Rodigari <stephane.rodigari@xxxxxxxxxx>
Date: Thu, 19 Aug 1999 13:33:19 -0700

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Hi RTs,

Can anyone tell me how to calculate an estimation of a 9 year volatility
using historical volatility. I need to value OTC options and to control
whether their implied volatility is acceptable.

Regards,

Richard

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