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~person:"Li, Pengshi"
~subject:"Black-Scholes model"
~subject:"stochastic volatility"
~type_genre:"Article in journal"
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What determines
volatility
smile
in China?
Li, Pengshi
;
Xian, Aichuan
;
Lin, Yan
- In:
Economic modelling
96
(
2021
),
pp. 326-335
Persistent link: https://www.econbiz.de/10012745422
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