Normal mixture diffusion with uncertain volatility: Modelling short- and long-term smile effects
- 1 December 2004
- journal article
- Published by Elsevier in Journal of Banking & Finance
- Vol. 28 (12) , 2957-2980
- https://doi.org/10.1016/j.jbankfin.2003.10.017
Abstract
No abstract availableKeywords
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