The log‐moment formula for implied volatility

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Publication:6187368

DOI10.1111/mafi.12396arXiv2101.08145OpenAlexW3135647859MaRDI QIDQ6187368

Vimal Raval, Antoine Jacquier

Publication date: 31 January 2024

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.08145






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