On short-time behavior of implied volatility in a market model with indexes

Fuente: arXiv

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Bibliographic Details
Main Authors:	Chau, Huy N., Nguyen, Duy, Nguyen, Thai
Format:	Preprint
Published:	2024
Subjects:	Pricing of Securities
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2402.16509