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Realizing Smiles: Options Pricing with Realized Volatility

Realizing Smiles: Options Pricing with Realized Volatility

AuthorF. Corsi, N. Fusari, and D. La Vecchia
JournalJournal of Financial Economics
Date1 Jan. 2013
CategoryAcademic Publications
Volumevol. 107 (2), pp 284-304

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