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An Improved Asymptotics of Implied Volatility in the Gather..:

, In: Springer Proceedings in Mathematics & Statistics; Stochastic Processes, Statistical Methods, and Engineering Mathematics,
Albuhayri, Mohammed ; Engström, Christopher ; Malyarenko, Anatoliy.. - p. 3-13 , 2022
Link: https://doi.org/10.1007/978-3-031-17820-7_1