Level and slope of volatility smiles in long-run risk models
2018 ◽
Vol 86
◽
pp. 95-122
◽
Nicole Branger
◽
Paulo Rodrigues
◽
Christian Schlag
Andras Fulop
◽
Jeremy Heng
◽
Junye Li
◽
Hening Liu
2013 ◽
Vol 107
(3)
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pp. 537-556
◽
Wayne Ferson
◽
Suresh Nallareddy
◽
Biqin Xie
Wayne E. Ferson
◽
Suresh Nallareddy
◽
Biqin Xie
Wayne Ferson
◽
Suresh Nallareddy
◽
Biqin Xie
Nicole Branger
◽
Paulo Rodrigues
◽
Christian Schlag
Stefano d'Addona
◽
Ilaria Musumeci
Nicole Branger
◽
Paulo Rodrigues
◽
Christian Schlag
Nicole Branger
◽
Ioana Dumitrescu
◽
Vesela Ivanova
◽
Christian Schlag
Andras Fulop
◽
Jeremy Heng
◽
Junye Li
◽
Hening Liu
Andras Fulop
◽
Junye Li
◽
Hening Liu
◽
Cheng Yan