The smirk in the S&P500 futures options prices: a linearized factor analysis
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KeywordsS&P500 index; Futures; Options; Smirk; Skew; G12; G13;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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