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Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/VIX smile calibration puzzle. (2024). Guyon, Julien.
In: Finance and Stochastics.
RePEc:spr:finsto:v:28:y:2024:i:1:d:10.1007_s00780-023-00524-y.

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