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On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility



On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility

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Document Type: Working paper
Date: 2006-06-01
This document is associated with a Creative Common license L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons
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