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rates of skew paper
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carlxiong
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June 29th, 2005, 11:29 pm
rates of skew paper
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July 2nd, 2006, 12:19 pm
does anybody have a copy of "Blyth, Stephen and John Uglum. "Rates of Skew." Risk 12 (July, 1999), 61-63"?i am interested in the rationale of its approximation of rates skews under CEV modelmillions of thanks
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