Do Swedes smile? On implied volatility functions
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- Kaushik I. Amin & Robert A. Jarrow, 2008.
"Pricing Options On Risky Assets In A Stochastic Interest Rate Economy,"
World Scientific Book Chapters,in: Financial Derivatives Pricing Selected Works of Robert Jarrow, chapter 15, pages 327-347
World Scientific Publishing Co. Pte. Ltd..
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- Pena, Ignacio & Rubio, Gonzalo & Serna, Gregorio, 1999. "Why do we smile? On the determinants of the implied volatility function," Journal of Banking & Finance, Elsevier, vol. 23(8), pages 1151-1179, August.
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