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Extreme ATM skew in a local volatility model with discontinuity: joint density approach - MaRDI portal

Extreme ATM skew in a local volatility model with discontinuity: joint density approach

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Publication:6619592

DOI10.1007/S00780-024-00545-1MaRDI QIDQ6619592

Author name not available (Why is that?)

Publication date: 16 October 2024

Published in: (Search for Journal in Brave)




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