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ASYMPTOTIC EQUIVALENCE IN LEE'S MOMENT FORMULAS FOR THE IMPLIED VOLATILITY, ASSET PRICE MODELS WITHOUT MOMENT EXPLOSIONS, AND PITERBARG'S CONJECTURE
GULISASHVILI, ARCHILVolume:
15
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024912500203
Date:
May, 2012
File:
PDF, 470 KB
english, 2012