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The review of financial studies
Research paper series / Swiss Finance Institute
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Approximation and Calibration of Short-Term Implied Volatilities Under Jump-Diffusion Stochastic Volatility
Medvedev, Alexey
;
Scaillet, Olivier
- In:
The review of financial studies
20
(
2013
)
2
,
pp. 427-426
Persistent link: https://www.econbiz.de/10010113691
Saved in:
2
Approximation and calibration of short-term implied volatilities under jump-diffusion stochastic volatility
Medvedev, Alexey
;
Scaillet, Olivier
- In:
The review of financial studies
20
(
2007
)
2
,
pp. 427-459
Persistent link: https://www.econbiz.de/10003554444
Saved in:
3
Approximation and Calibration of Short-Term Implied Volatilities Under Jump-Diffusion Stochastic Volatility
Medvedev, Alexey
;
Scaillet, Olivier
- In:
The review of financial studies
20
(
2007
)
2
,
pp. 427-460
Persistent link: https://www.econbiz.de/10007613079
Saved in:
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