Short-term asymptotics for the implied volatility skew under a stochastic volatility model with Lévy jumps (Q331361)

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Short-term asymptotics for the implied volatility skew under a stochastic volatility model with Lévy jumps
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    Short-term asymptotics for the implied volatility skew under a stochastic volatility model with Lévy jumps (English)
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    27 October 2016
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