Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps (Q424503)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps |
scientific article |
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Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps (English)
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1 June 2012
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