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Maturity cycles in implied volatility

✍ Scribed by Jean-Pierre Fouque; George Papanicolaou; Ronnie Sircar; Knut Solna

Book ID: 106235620
Publisher: Springer-Verlag
Year: 2004
Tongue: English
Weight: 366 KB
Volume: 8
Category: Article
ISSN: 0949-2984
DOI: 10.1007/s00780-004-0126-7

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