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"A Standardized Normal-Laplace Mixture Distribution Fitted to Symmetric ..."

Daniel Wei-Chung Miao, Hsiu-Chun Lee, Hung Chen (2016)

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DOI: 10.1080/03610918.2013.816559

access: closed

type: Journal Article

metadata version: 2020-05-10

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Daniel Wei-Chung Miao, Hsiu-Chun Lee, Hung Chen:
A Standardized Normal-Laplace Mixture Distribution Fitted to Symmetric Implied Volatility Smiles. Commun. Stat. Simul. Comput. 45(4): 1249-1267 (2016)

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