"Predicting a distribution of implied volatilities for option pricing."

Seung-Ho Yang, Jaewook Lee (2011)

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DOI: 10.1016/J.ESWA.2010.07.095

access: closed

type: Journal Article

metadata version: 2018-04-26

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Seung-Ho Yang, Jaewook Lee:
Predicting a distribution of implied volatilities for option pricing. Expert Syst. Appl. 38(3): 1702-1708 (2011)

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