Hsiu-Chun Lee

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A standardized normal-Laplace mixture distribution fitted to symmetric implied volatility smiles
Communications in Statistics. Simulation and Computation
2016-07-14Paper


Research outcomes over time


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