Extreme ATM skew in a local volatility model with discontinuity: joint density approach (Q6437071)
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scientific article; zbMATH DE number 900592444
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| English | Extreme ATM skew in a local volatility model with discontinuity: joint density approach |
scientific article; zbMATH DE number 900592444 |
Statements
18 May 2023
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q-fin.MF
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math.PR
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