A new closed-form solution as an extension of the...

A new closed-form solution as an extension of the Black–Scholes formula allowing smile curve plotting

Jerbi, Yacin
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Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2012.762458
Date:
April, 2013
File:
PDF, 948 KB
english, 2013
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