Asymptotic Formulas with Error Estimates for Call Pricing...

Asymptotic Formulas with Error Estimates for Call Pricing Functions and the Implied Volatility at Extreme Strikes

Gulisashvili, Archil
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Volume:
1
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/090762713
Date:
January, 2010
File:
PDF, 423 KB
english, 2010
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