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Crooked volatility smiles : evidence from leveraged and inverse ETF options
Deng, Geng, (2013)
Efficient valuation of equity-indexed annuities under Lévy processes using Fourier cosine series
Deng, Geng, (2017)
Efficient Valuation of Equity-Indexed Annuities Under Lévy Processes Using Fourier-Cosine Series
Deng, Geng, (2019)