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~subject:"Volatilität"
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Small-maturity asymptotics for the at-the-money implied volatility Slope in Lévy Models
Gerhold, Stefan
;
Gülüm, I. Cetin
;
Pinter, Arpad
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 135-157
Persistent link: https://www.econbiz.de/10011547000
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