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"Generalized Arbitrage-Free SVI Volatility Surfaces."
Gaoyue Guo et al. (2016)
- Gaoyue Guo, Antoine Jacquier, Claude Martini, Leo Neufcourt:
Generalized Arbitrage-Free SVI Volatility Surfaces. SIAM J. Financial Math. 7(1): 619-641 (2016)
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