LOGNORMAL-MIXTURE DYNAMICS AND CALIBRATION TO MARKET VOLATILITY SMILES
- 1 June 2002
- journal article
- research article
- Published by World Scientific Pub Co Pte Ltd in International Journal of Theoretical and Applied Finance
- Vol. 05 (04) , 427-446
- https://doi.org/10.1142/s0219024902001511
Abstract
No abstract availableKeywords
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