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Smile from the past: A general option pricing framework with multiple volatility and leverage components.

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Title: Smile from the past: A general option pricing framework with multiple volatility and leverage components.
Authors: Majewski, Adam A.1 adam.majewski@sns.it, Bormetti, Giacomo1,2, Corsi, Fulvio3,4
Source: Journal of Econometrics. Aug2015, Vol. 187 Issue 2, p521-531. 11p.
Database: Business Source Ultimate
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Header DbId: bsu
DbLabel: Business Source Ultimate
An: 103136497
AccessLevel: 2
PubType: Periodical
PubTypeId: serialPeriodical
PreciseRelevancyScore: 0
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RecordInfo BibRecord:
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      – Type: doi
        Value: 10.1016/j.jeconom.2015.02.036
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      – Code: eng
        Text: English
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        PageCount: 11
        StartPage: 521
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      – TitleFull: Smile from the past: A general option pricing framework with multiple volatility and leverage components.
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            NameFull: Majewski, Adam A.
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            NameFull: Bormetti, Giacomo
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            NameFull: Corsi, Fulvio
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              Text: Aug2015
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