To sigmoid-based functional description of the volatility...

To sigmoid-based functional description of the volatility smile

Itkin, Andrey
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Volume:
31
Language:
english
Journal:
The North American Journal of Economics and Finance
DOI:
10.1016/j.najef.2014.12.005
Date:
January, 2015
File:
PDF, 2.88 MB
english, 2015
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