Journal Articles
Finance and Stochastics
Year : 2023
Julien Guyon : Connect in order to contact the contributor
https://hal.science/hal-04373379
Submitted on : Friday, January 5, 2024-3:17:22 AM
Last modification on : Tuesday, January 21, 2025-10:44:03 AM
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Julien Guyon. Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/VIX smile calibration puzzle. Finance and Stochastics, 2023, 28 (1), pp.27-79. ⟨10.1007/s00780-023-00524-y⟩. ⟨hal-04373379⟩
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