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"Simulation of Implied Volatility Surfaces via Tangent Lévy Models."
René Carmona, Yi Ma, Sergey Nadtochiy (2017)
- René Carmona, Yi Ma, Sergey Nadtochiy:
Simulation of Implied Volatility Surfaces via Tangent Lévy Models. SIAM J. Financial Math. 8(1): 171-213 (2017)
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