Explaining the volatility smile: non-parametric versus parametric option models
Crossref DOI link: https://doi.org/10.1007/s11156-014-0491-z
Published Online: 2015-01-01
Published Print: 2016-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Lin, Hsuan-Chu
Chen, Ren-Raw
Palmon, Oded
Text and Data Mining valid from 2015-01-01