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...cal and for stochastic volatility models, and the typical results are asymptotic relationships close to maturity and for at-the-money options; see for instance Berestycki et al. [4], [5] or Durrleman =-=[26]-=-. But again, these papers neither provide nor study the joint dynamics of S and C(K,T ). 2.2 Market models As already explained in the introduction, a natural way to construct a model satisfying the r...