Exploring the role of the realized return distribution in the formation of the implied volatility smile
| Year of publication: |
2012
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|---|---|
| Authors: | Chalamandaris, Georgios ; Rompolis, Leonidas S. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 36.2012, 4, p. 1028-1045
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