On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility[
Author | : Elisa Alós |
Publisher | : |
Total Pages | : |
Release | : 2006 |
ISBN-10 | : OCLC:803215674 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Book Synopsis On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility[ by : Elisa Alós
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