On the Curvature of the Smile in Stochastic Volatility Models

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Publication:5280242

DOI10.1137/16M1086315zbMath1371.91137OpenAlexW2731785653MaRDI QIDQ5280242

Elisa Alòs, Jorge A. Leon

Publication date: 20 July 2017

Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/16m1086315




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