Approximation and Calibration of Short-Term Implied Volatilities Under Jump-Diffusion Stochastic Volatility
| Year of publication: |
2013
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|---|---|
| Authors: | Medvedev, Alexey ; Scaillet, Olivier |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 20.2013, 2 (8.5.), p. 427-426
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