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Article
Title:
Riding on the Smiles
Authors:
José da Fonseca
(
Auckland U Technology
)
Martino Grasselli
(
U Padova
)
Journal:
Quantitative Finance
Year:
2011
Volume:
11
Number:
11
Pages:
1609-1632
JEL codes:
C58 - Financial Econometrics
G13 - Contingent Pricing; Futures Pricing
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