Short-term asymptotics for the implied volatility skew under a stochastic volatility model with Lévy jumps
Crossref DOI link: https://doi.org/10.1007/s00780-016-0313-3
Published Online: 2016-09-13
Published Print: 2016-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Figueroa-López, José E.
Ólafsson, Sveinn
License valid from 2016-09-13