Jump risk, stock returns, and slope of implied volatility smile
| Year of publication: |
2011
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|---|---|
| Authors: | Yan, Shu |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 99.2011, 1, p. 216-234
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