The implied volatility smirk of commodity options
Year of publication: |
2020
|
---|---|
Authors: | Jia, Xiaolan ; Ruan, Xinfeng ; Zhang, Jin E. |
Published in: |
Journal of Futures Markets. - Wiley, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 41.2020, 1 (09.10.), p. 72-104
|
Publisher: |
Wiley |
Saved in:
Online Resource
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