An asymptotic expansion for local-stochastic volatility with jump models
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Publication:2974856
DOI10.1080/17442508.2015.1136630zbMath1379.60061OpenAlexW2274906318MaRDI QIDQ2974856
Kenichiro Shiraya, Akihiko Takahashi
Publication date: 11 April 2017
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2015.1136630
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