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Stochastic Volatility Model with Time-dependent Skew 

Author: Vladimir V. Piterbarg a
Affiliation:   a Bank of America, 5 Canada Square, London, E14 5AQ, UK
DOI: 10.1080/1350486042000297225
Publication Frequency: 6 issues per year
Published in: journal Applied Mathematical Finance, Volume 12, Issue 2 June 2005 , pages 147 - 185
Number of References: 7
Formats available: HTML (English) : PDF (English)
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