Convergence of At-The-Money Implied Volatilities to the Spot Volatility (Q3516426): Difference between revisions

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+https://doi.org/10.1239/jap/1214950366
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+W3124207365
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+Computing the implied volatility in stochastic volatility models
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+HJM: A Unified Approach to Dynamic Models for Fixed Income, Credit and Equity Markets
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+Convergence of At-The-Money Implied Volatilities to the Spot Volatility
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