City Research Online

Items where Author is "Recchioni, M. C."

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Working Paper

Recchioni, M. C., Tedeschi, G., Ouellette, M. S. & Iori, G. ORCID: 0000-0001-9443-9353 (2019). Why do financial markets asymmetrically smile? A simple formula in the multi-factor Heston model. City, University of London.

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