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Short Communication: Dynamics of Symmetric SSVI Smiles and Implied Volatility Bubbles.
Mehdi El Amrani
Antoine Jacquier
Claude Martini
Published in:
SIAM J. Financial Math. (2021)
Keyphrases
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communication systems
communication cost
information systems
dynamical systems
communication patterns
dynamic model
information exchange
stock price
database
e learning
multi agent
communication technologies
human computer
communication protocol
financial crisis