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Research on the Risk Information Contained in the Shape of Implied Volatility Smile of SSE 50ETF Options
Ni Zhongxin, Guo Jing, Wang Linyu
First published at: Apr 01, 2020
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doi:10.16538/j.cnki.jfe.2020.04.011
Journal of Finance and Economics, Vol. 46, Issue 04, pp. 155 - 168,封三
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