Small-Time Asymptotics for an Uncorrelated Local-Stochastic Volatility Model
| Year of publication: |
2011
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|---|---|
| Authors: | Forde, Martin ; Jacquier, Antoine |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 18.2011, 6 (1.12.), p. 517-536
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