"On the Curvature of the Smile in Stochastic Volatility Models."

Elisa Alòs, Jorge A. León (2017)

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DOI: 10.1137/16M1086315

access: closed

type: Journal Article

metadata version: 2018-03-13

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Elisa Alòs, Jorge A. León:
On the Curvature of the Smile in Stochastic Volatility Models. SIAM J. Financial Math. 8(1): 373-399 (2017)

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