"Can the implied volatility surface move by parallel shifts?"

L. C. G. Rogers, Michael Tehranchi (2010)

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DOI: 10.1007/S00780-008-0081-9

access: closed

type: Journal Article

metadata version: 2020-07-22

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L. C. G. Rogers, Michael Tehranchi:
Can the implied volatility surface move by parallel shifts? Finance Stochastics 14(2): 235-248 (2010)

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