"On the Harmonic Mean Representation of the Implied Volatility."

Stefano De Marco (2021)

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DOI: 10.1137/20M1352120

access: closed

type: Journal Article

metadata version: 2021-07-19

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Stefano De Marco:
On the Harmonic Mean Representation of the Implied Volatility. SIAM J. Financial Math. 12(2): 551-565 (2021)

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