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augieboo

12/20/03 10:38 PM

#236 RE: augieboo #44

Scholarly Article on the VIX:

For more information on VIX, see this article by Duke University Professor Robert Whaley: "Derivatives on Market Volatility: Hedging Tools Long Overdue," Journal of Derivatives, 1994, pp. 71-84 or visit http://faculty.fuqua.duke.edu/~whaley/vix