caravenna.corbetta:16:general¶
BibTeX Entry:
@article{caravenna.corbetta:16:general,
author = {Caravenna, Francesco and Corbetta, Jacopo},
doi = {10.1137/15M1031102},
fjournal = {SIAM Journal on Financial Mathematics},
journal = {SIAM J. Financial Math.},
mrclass = {91G20 (60G44 91B25)},
mrnumber = {3562364},
number = {1},
pages = {720--759},
title = {General smile asymptotics with bounded maturity},
url = {https://doi.org/10.1137/15M1031102},
volume = {7},
year = {2016}
}