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"Short Communication: Dynamics of Symmetric SSVI Smiles and Implied ..."
Mehdi El Amrani, Antoine Jacquier, Claude Martini (2021)
- Mehdi El Amrani, Antoine Jacquier, Claude Martini:
Short Communication: Dynamics of Symmetric SSVI Smiles and Implied Volatility Bubbles. SIAM J. Financial Math. 12(2) (2021)
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