From Skews to a Skewed-t
Year of publication: |
2000-05-18
|
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Authors: | de Jong, de Jong, C.M. ; Huisman, Huisman, R. |
Institutions: | Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam |
Subject: | implied distribution | implied volatility | options | skewness | student-t |
Extent: | application/pdf |
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Series: | ERIM Report Series Research in Management. - ISSN 1566-5283. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:ems:eureri Number ERS-2000-12-F&A |
Classification: | C40 - Econometric and Statistical Methods: Special Topics. General ; G13 - Contingent Pricing; Futures Pricing ; M - Business Administration and Business Economics; Marketing; Accounting |
Source: |
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Jong, C.M. de, (2000)
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García-Machado, Juan J., (2015)
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García-Machado, Juan J., (2015)
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