The determinants of exchange settlement practices and the implication of volatility smile: Evidence from the Taiwan Futures Exchange
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- Atilgan, Yigit & Demirtas, K. Ozgur & Simsek, Koray D., 2016. "Derivative markets in emerging economies: A survey," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 88-102.
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KeywordsImplied volatility Volatility smile TAIEX options;
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