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“…Furthermore, Proposition 2.1 in [9] shows that if d 1 is surjective, then the Lee right wing condition holds: v(S, K) < 2 log K S for K large enough; while if d 2 is surjective, then the Lee left wing condition holds: v(S, K) < −2 log K S for K small enough.…”
Section: The Lifted Calls On Callsmentioning
confidence: 99%
“…Furthermore, Proposition 2.1 in [9] shows that if d 1 is surjective, then the Lee right wing condition holds: v(S, K) < 2 log K S for K large enough; while if d 2 is surjective, then the Lee left wing condition holds: v(S, K) < −2 log K S for K small enough.…”
Section: The Lifted Calls On Callsmentioning
confidence: 99%
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