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Communications in Statistics - Simulation and Computation Volume 45, 2016 - Issue 4
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The 9th Chinese Data Mining and Applied Statistics Cross-Strait Conference

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
Pages 1249-1267 | Received 08 Aug 2012, Accepted 12 Jun 2013, Published online: 14 Apr 2016

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