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"Short-time expansions for close-to-the-money options under a Lévy ..."
José E. Figueroa-López, Sveinn Ólafsson (2016)
- José E. Figueroa-López, Sveinn Ólafsson:
Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility. Finance Stochastics 20(1): 219-265 (2016)
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