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"From skews to a skewed-t: modelling option-implied returns by a skewed ..."

Cyriel de Jong, Ronald Huisman (2000)

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DOI: 10.1109/CIFER.2000.844611

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Cyriel de Jong, Ronald Huisman:
From skews to a skewed-t: modelling option-implied returns by a skewed Student-t. CIFEr 2000: 132-142

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