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The shape and term structure of the index option smirk : why multifactor stochastic volatility models work so well
Christoffersen, Peter F.
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Heston, Steven L.
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Jacobs, Kris
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2009
Persistent link: https://www.econbiz.de/10003865680
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Option valuation with volatility components, fat tails, and nonlinear pricing kernels
Babaoğlu, Kadir
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Christoffersen, Peter F.
;
Heston, …
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2015
Persistent link: https://www.econbiz.de/10011398641
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