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Skewness and option prices under stochastic volatility models : the role of shot-noise jumps
Lin, Wei
;
Aschakulporn, Pakorn
;
Ye, Yifan
;
Zhang, Jin E.
- In:
The European journal of finance
31
(
2025
)
8
,
pp. 990-1017
Persistent link: https://www.econbiz.de/10015445589
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