Short-term at-the-money asymptotics under stochastic volatility models - 惯性聚合

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Short-term at-the-money asymptotics under stochastic volatility models

Omar El Euch, Masaaki Fukasawa, Jim Gatheral, Mathieu Rosenbaum · 2018-01-26 · via math.PR updates on arXiv.org

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