The dynamics of the volatility skew: A Kalman filter approach
| Year of publication: |
2009
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|---|---|
| Authors: | Bedendo, Mascia ; Hodges, Stewart D. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 33.2009, 6, p. 1156-1165
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