Asymmetric option price distribution and bid-ask quotes: consequences for implied volatility smiles
| Year of publication: |
2003
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|---|---|
| Authors: | Nordén, Lars |
| Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 11172848. - Vol. 13.2003, 4, p. 423-442
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