"Maturity cycles in implied volatility."

Jean-Pierre Fouque et al. (2004)

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DOI: 10.1007/S00780-004-0126-7

access: closed

type: Journal Article

metadata version: 2020-07-22

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Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar, Knut Sølna:
Maturity cycles in implied volatility. Finance Stochastics 8(4): 451-477 (2004)

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