scholarly journals The Arbitrage-Free Multivariate Mixture Dynamics Model: Consistent Single-Assets and Index Volatility Smiles

Author(s):  
Damiano Brigo ◽  
Francesco Rapisarda ◽  
Abir Sridi

Author(s):  
Damiano Brigo ◽  
Camilla Pisani ◽  
Francesco Rapisarda


2019 ◽  
Vol 1348 ◽  
pp. 012021
Author(s):  
A L Tukmakov ◽  
V G Tonkonog ◽  
N A Tukmakova ◽  
S V Arslanova


Author(s):  
Damiano Brigo ◽  
Camilla Pisani ◽  
Francesco Rapisarda


1984 ◽  
Vol 45 (8) ◽  
pp. 1337-1345 ◽  
Author(s):  
J.A. Caro ◽  
N. Glass




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