General Smile Asymptotics with Bounded Maturity
- 期刊名称SIAM Journal on Financial Mathematics
- 作者Caravenna, Francesco; Corbetta, Jacopo
- 卷第7卷
- 期第1期
- 电子ISSN1945-497X
- 文件大小826.54KB
- 发表时间2016-01
- DOI10.1137/15m1031102
- 页码720-759
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