Original language | English |
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Pages (from-to) | 27-39 |
Number of pages | 13 |
Journal | Journal of derivatives |
Volume | 10 |
Issue number | 3 |
DOIs | |
Publication status | Published - 1 Jan 2003 |
Explaining smiles: GARCH option pricing with conditional leptokurtosis and Skewness
T. Lehnert
Research output: Contribution to journal › Article › Academic › peer-review