W-shaped implied volatility curves and the Gaussian mixture model
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Publication:6158420
DOI10.1080/14697688.2023.2165448zbMATH Open1518.91279OpenAlexW4319839926MaRDI QIDQ6158420FDOQ6158420
Authors: Paul Glasserman, Dan Pirjol 
Publication date: 20 June 2023
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2023.2165448
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