Explaining smiles: GARCH option pricing with conditional leptokurtosis and skewness

T. Lehnert

Research output: Contribution to journalArticleAcademicpeer-review

Original languageEnglish
Pages (from-to)27-39
Number of pages13
JournalJournal of derivatives
Volume10
Issue number3
DOIs
Publication statusPublished - 1 Jan 2003

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