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

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Bibliographic Details
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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