Explaining the volatility smile non-parametric versus parametric option models

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Bibliographische Detailangaben
Veröffentlicht in:Review of quantitative finance and accounting
1. Verfasser: Lin, Hsuan-Chu (VerfasserIn)
Weitere Verfasser: Chen, Ren-Raw (VerfasserIn), Palmon, Oded (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: May 2016
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