"On the short-time behavior of the implied volatility for jump-diffusion ..."

Elisa Alòs, Jorge A. León, Josep Vives (2007)

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DOI: 10.1007/S00780-007-0049-1

access: closed

type: Journal Article

metadata version: 2023-03-21

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Elisa Alòs, Jorge A. León, Josep Vives:
On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility. Finance Stochastics 11(4): 571-589 (2007)

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