Smile from the past: a general option pricing framework with multiple volatility and leverage components (Q2347728)
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scientific article
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| English | Smile from the past: a general option pricing framework with multiple volatility and leverage components |
scientific article |
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Smile from the past: a general option pricing framework with multiple volatility and leverage components (English)
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8 June 2015
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0.89597034
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0.8793442
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0.8781553
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0.8631294
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0.85973185
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