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~isPartOf:"The European Journal of Finance"
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Market illiquidity and bounds on European option prices
Matos, Joao Amaro De
;
Antao, Paula
- In:
The European Journal of Finance
9
(
2003
)
5
,
pp. 475-498
, under some conditions, the appearance of a
smile
effect
when the implied volatility is estimated from the mid-quote. …
Persistent link: https://www.econbiz.de/10005471996
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