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Durrleman, Valdo - Centre de Mathématiques appliquées, École Polytechnique
From Implied to Spot Volatilities Valdo Durrleman
From Implied to Spot Volatilities Valdo Durrleman
SIAM REVIEW c 2003 Society for Industrial and Applied Mathematics Vol. 45, No. 4, pp. 627685
GENERALIZING THE BLACK-SCHOLES FORMULA TO MULTIVARIATE CONTINGENT CLAIMS
