Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility
Crossref DOI link: https://doi.org/10.1007/s00780-015-0281-z
Published Online: 2015-11-02
Published Print: 2016-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Figueroa-López, José E.
Ólafsson, Sveinn
Text and Data Mining valid from 2015-11-02