Why do we smile? On the determinants of the implied volatility function
| Year of publication: |
1999
|
|---|---|
| Authors: | Peña, Ignacio ; Rubio, Gonzalo ; Serna, Gregorio |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 23.1999, 8, p. 1151-1180
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