Original language | English |
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Pages (from-to) | 1179-1202 |
Journal | Finance and Stochastics |
Volume | 28 |
Issue number | 4 |
Early online date | 30 Aug 2024 |
DOIs | |
Publication status | Published - Oct 2024 |
Extreme ATM skew in a local volatility model with discontinuity: joint density approach
Alexander Gairat, Vadim Shcherbakov
Research output: Contribution to journal › Article › peer-review