A Leptokurtic Distribution Explains Volatility Skew and Smile

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Bibliographic Details
Published in:The Journal of derivatives 2024-09, Vol.32 (1), p.81-108
Main Author: Zhao, Quanshui
Format: Article
Language:English
Online Access:Get full text
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ISSN:1074-1240
2168-8524
DOI:10.3905/jod.2024.1.211