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On Lévy processes, Malliavin calculus and market models with jumps
Leon, Jorge A.; Solé, Josep L.; Utzet, Frederic; … - In: Finance and stochastics 6 (2002) 2, pp. 197-226
Persistent link: https://www.econbiz.de/10008216438
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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. 571-590
Persistent link: https://www.econbiz.de/10008221667
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On Lévy processes, Malliavin calculus and market models with jumps
León, Jorge A.; Solé, Joseph L.; Utzet, Frederic; … - In: Finance and stochastics 6 (2002) 2, pp. 197-225
Persistent link: https://www.econbiz.de/10001662470
Cover Image
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