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Approximation and Calibration of Short-Term Implied Volatilities under Jump-Diffusion Stochastic Volatility

Approximation and Calibration of Short-Term Implied Volatilities under Jump-Diffusion Stochastic Volatility

AutorO. Scaillet, A. Medvedev
JournalReview of Financial Studies
Datum1. Jan. 2007
KategorieAcademic Publications
Volumevol 20(2), pp 427-459

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