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~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Alòs, Elisa"
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Alòs, Elisa
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Finance and stochastics
Journal of banking & finance
Working paper / National Bureau of Economic Research, Inc.
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility
Alòs, Elisa
;
León, Jorge A.
;
Vives, Josep
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 571-589
Persistent link: https://www.econbiz.de/10003645538
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