EPJ

Adiabaticity conditions for volatility smile in Black-Scholes pricing model

L. Spadafora, G. P. Berman and F. Borgonovi

Eur. Phys. J. B, 79 1 (2011) 47-53

Published online: 22 November 2010

DOI: 10.1140/epjb/e2010-10305-8

L. Spadafora

G. P. Berman

F. Borgonovi

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