Explaining Smiles: GARCH Option Pricing with Conditional Leptokurtosis and Skewness
| Year of publication: |
2003
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|---|---|
| Authors: | Lehnert, Thorsten |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 10.2003, 3, p. 27-39
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