Short-dated smile under rough volatility: asymptotics and numerics
Keyword(s):
Keyword(s):
2019 ◽
Vol 10
(2)
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pp. 309-349
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2018 ◽
Vol 22
(2)
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pp. 241-280
◽
2020 ◽
Keyword(s):
2019 ◽
Vol 20
(3)
◽
pp. 379-392
◽