Browse "PH-Journal Papers(저널논문)" by Subject Implied volatility surface

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Dynamics of implied volatility surfaces from random matrix theory

Kim, Min-Jae; Lee, Sun-Young; Hwang, Dong-Il; Kim, Soo-Yong; Koh, In-Gyu, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.389, no.14, pp.2762 - 2769, 2010-07

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