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Equivalent Black volatilities

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References

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2014Hermite polynomial based expansion of European option prices62 cited
2020Implied Stochastic Volatility Models61 cited

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2011

Analytical Approximation of the Transition Density in a Local Volatility Model

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2007The Asymptotic Expansion Formula of Implied Volatility for Dynamic SABR Model and FX Hybrid Model51 cited

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