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From Smile Asymptotics to Market Risk Measures

By Stephan Sturm and Ronnie Sircar
Publisher: Elsevier BV
Year: 2012
DOI identifier: 10.2139/ssrn.1893080
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Provided by: MUCC (Crossref)
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  • http://arxiv.org/pdf/1107.4632 (external link)
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