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"Asymptotics of implied volatility to arbitrary order."

Kun Gao, Roger Lee (2014)

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DOI: 10.1007/S00780-013-0223-6

access: closed

type: Journal Article

metadata version: 2020-07-22

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Kun Gao, Roger Lee:
Asymptotics of implied volatility to arbitrary order. Finance Stochastics 18(2): 349-392 (2014)

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