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Integrating the implied regularity into implied volatility models: A study on free arbitrage model

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Angelini, Daniele, Di Sciorio, Fabrizio
Format:	Preprint
Publié:	2025
Sujets:	Computational Finance
Accès en ligne:	Acceder al recurso
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