Assessing the performance of symmetric and asymmetric implied volatility functions

Author: Andreou Panayiotis   Charalambous Chris   Martzoukos Spiros  

Publisher: Springer Publishing Company

ISSN: 0924-865X

Source: Review of Quantitative Finance and Accounting, Vol.42, Iss.3, 2014-04, pp. : 373-397

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