THE TERM STRUCTURE OF IMPLIED VOLATILITY IN SYMMETRIC MODELS WITH APPLICATIONS TO HESTON (Q2909510)
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| Language | Label | Description | Also known as |
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| English | THE TERM STRUCTURE OF IMPLIED VOLATILITY IN SYMMETRIC MODELS WITH APPLICATIONS TO HESTON |
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THE TERM STRUCTURE OF IMPLIED VOLATILITY IN SYMMETRIC MODELS WITH APPLICATIONS TO HESTON (English)
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30 August 2012
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implied volatility
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term structure
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symmetric smile
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SVI
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Heston
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real-valued functions
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