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"The Small-Maturity Smile for Exponential Lévy Models."

José E. Figueroa-López, Martin Forde (2012)

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DOI: 10.1137/110820658

access: closed

type: Journal Article

metadata version: 2017-05-17

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  - journals/siamfm/Figueroa-LopezF12
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  - https://dblp.org/rec/journals/siamfm/Figueroa-LopezF12
José E. Figueroa-López, Martin Forde:
The Small-Maturity Smile for Exponential Lévy Models. SIAM J. Financial Math. 3(1): 33-65 (2012)

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