The large-maturity smile for the Stein-Stein model (Q2454008)

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The large-maturity smile for the Stein-Stein model
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    The large-maturity smile for the Stein-Stein model (English)
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    12 June 2014
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    Stein-Stein model
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    stochastic volatility
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    large deviations
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    Gärtner-Ellis theorem
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    implied volatility smile
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