MARKOV MARKET MODEL CONSISTENT WITH CAP SMILE
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Publication:3523551
DOI10.1142/S0219024900000085zbMath1153.91667OpenAlexW1990008382MaRDI QIDQ3523551
Philippe Balland, Lane P. Hughston
Publication date: 3 September 2008
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024900000085
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