Hsiu-Chun Lee

Publication Activity (10 Years)

Years Active: 2016-2016
Publications (10 Years): 1

Top Topics

Mixture Distribution

Generalized Gaussian

Statistical Model

Top Venues

Commun. Stat. Simul. Comput.

Publications

Daniel Wei-Chung Miao, Hsiu-Chun Lee, Hung Chen
A Standardized Normal-Laplace Mixture Distribution Fitted to Symmetric Implied Volatility Smiles. Commun. Stat. Simul. Comput. 45 (4) (2016)