Asymptotics of Implied Volatility far from Maturity

Title
Asymptotics of Implied Volatility far from Maturity
Authors
Keywords
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Journal
JOURNAL OF APPLIED PROBABILITY
Volume 46, Issue 03, Pages 629-650
Publisher
Cambridge University Press (CUP)
Online
2009-09-18
DOI
10.1239/jap/1253279843

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