A Hull and White formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility Elisa Alòs; Jorge A. León; Monique Pontier; ...

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Authors
Elisa Alòs ; Jorge A. León ; Monique Pontier ; Josep Vives
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http://trove.nla.gov.au/work/180047
Work ID
180047

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