On implied volatility for options -- some reasons to smile and more to correct (Q2512634)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On implied volatility for options -- some reasons to smile and more to correct |
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On implied volatility for options -- some reasons to smile and more to correct (English)
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7 August 2014
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bias correction
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implied volatility
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kernel estimator
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pricing errors
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