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~isPartOf:"Annals of financial economics"
~isPartOf:"Finance and stochastics"
~person:"Pigato, Paolo"
~subject:"Volatility"
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Extreme at-the-money skew in a local volatility model
Pigato, Paolo
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 827-859
Persistent link: https://www.econbiz.de/10012114660
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