Browsing by Subject "G13"

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Browsing by Subject "G13"

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  • Li, Pengshi; Lin, Yan; Zhong, Yuting (Technická Univerzita v LiberciTechnical university of Liberec, Czech RepublicTUL, )
    The aim of this study is to examine the volatility smile based on the European options on Shanghai stock exchange 50 ETF. The data gives evidence of the existence of a well-known U-shaped implied volatility smile for the ...

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