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Keywords: Term Structure of Volatility
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2015) 23 (4): 517–541.
Published: 30 November 2015
...), subject to full attribution to the original publication and authors. The full terms of this licence may be seen at http://creativecommons.org/licences/by/4.0/legalcode Implied Volatility Behavioral Finance Volatility Smile Term Structure of Volatility Moneyness Pattern Crash Phobia Hike...
