A Standardized Normal-Laplace Mixture Distribution Fitted to Symmetric Implied Volatility Smiles (Q3178531)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Standardized Normal-Laplace Mixture Distribution Fitted to Symmetric Implied Volatility Smiles |
scientific article |
Statements
A Standardized Normal-Laplace Mixture Distribution Fitted to Symmetric Implied Volatility Smiles (English)
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14 July 2016
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European options
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foreign exchange options
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implied volatility
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kurtosis
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normal-Laplace mixture distribution
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tail-fatness
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volatility smile
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