A family of humped volatility structures / Fabio Mercurio, Juan M. Moraleda
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A family of humped volatility structures / Fabio Mercurio, Juan M. Moraleda
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<http://www.tinbergen.nl/discussionpapers/96169.pdf>
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A family of humped volatility structures
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A family of humped volatility structures / Fabio Mercurio, Juan M. Moraleda