Journal Articles Risk Year : 2023
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hal-04373382 , version 1 (05-01-2024)

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  • HAL Id : hal-04373382 , version 1

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Julien Guyon, Mehdi El Amrani. Does the Term-Structure of the At-the-Money Skew Really Follow a Power Law?. Risk, 2023. ⟨hal-04373382⟩
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