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

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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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+Robustness of the Black and Scholes Formula
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+Q4778955
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+Sur l'int�grabilit� uniforme des martingales exponentielles
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+A market model for stochastic implied volatility
@@ Property / cites work: A market model for stochastic implied volatility / rank @@
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