"General Smile Asymptotics with Bounded Maturity."

Francesco Caravenna, Jacopo Corbetta (2016)

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DOI: 10.1137/15M1031102

access: closed

type: Journal Article

metadata version: 2017-05-17

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Francesco Caravenna, Jacopo Corbetta:
General Smile Asymptotics with Bounded Maturity. SIAM J. Financial Math. 7(1): 720-759 (2016)

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