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Calibrating with a smile: A Mellin transform approach to volatility surface calibration

Document Type

Article

Author

Rodrigo, M.; Lo, A.

Source

In Econometrics and Statistics May 2022

Subject

Language

ISSN

2452-3062

Online Access

Full Text (ScienceDirect 종량제) Web of Science JCR 저널정보 Scopus Find it@PNU

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