A Standardized Normal-Laplace Mixture Distribution Fitted to Symmetric Implied Volatility Smiles

Daniel Wei-Chung MiaoGraduate Institute of Finance, National Taiwan University of Science and Technology, Taipei, TaiwanCorrespondence[email protected]

Hsiu-Chun LeeGraduate Institute of Finance, National Taiwan University of Science and Technology, Taipei, Taiwan

Hung ChenDepartment of Mathematics, National Taiwan University, Taipei, Taiwan

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A Standardized Normal-Laplace Mixture Distribution Fitted to Symmetric Implied Volatility Smiles

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A Standardized Normal-Laplace Mixture Distribution Fitted to Symmetric Implied Volatility Smiles

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