Subject
General Earth and Planetary Sciences,General Environmental Science
Reference23 articles.
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2. Regular variation and smile asymptotics;S Benaim;Mathematical Finance,2009
3. On Black-Scholes Implied Volatility at Extreme Strikes;S Benaim;Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling,2009
4. On the harmonic mean representation of the implied volatility;S De Marco;SIAM Journal on Financial Mathematics,2021
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