Smiles, Bid-ask Spreads and Option Pricing

Smiles, Bid-ask Spreads and Option Pricing

Ignacio Peña, Gonzalo Rubio, Gregorio Serna
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Volume:
7
Year:
2001
Language:
english
Pages:
24
DOI:
10.1111/1468-036x.00160
File:
PDF, 527 KB
english, 2001
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