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LEFT-WING ASYMPTOTICS OF THE IMPLIED VOLATILITY IN THE PRESENCE OF ATOMS
GULISASHVILI, ARCHILVolume:
18
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/s0219024915500132
Date:
March, 2015
File:
PDF, 336 KB
english, 2015