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~isPartOf:"The journal of computational finance"
~subject:"Black-Scholes model"
~subject:"Stochastic volatility"
~subject:"stochastic volatility"
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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The extended SSVI volatility surface
Hendriks, Sebas
;
Martini, Claude
- In:
The journal of computational finance
22
(
2018/2019
)
5
,
pp. 25-39
Persistent link: https://www.econbiz.de/10012042223
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