On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility
| Year of publication: |
2007
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|---|---|
| Authors: | Alòs, Elisa ; León, Jorge A. ; Vives, Josep |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 11.2007, 4, p. 571-590
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