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