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Volumn 101, Issue 3, 2011, Pages 552-573

Explaining asset pricing puzzles associated with the 1987 market crash

Author keywords

Implied volatility; Option pricing; Portfolio insurance; Volatility smile; Volatility smirk

Indexed keywords


EID: 79960397006     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2011.01.008     Document Type: Article
Times cited : (118)

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