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Approximation and calibration of short-term implied volatilities under jump-diffusion stochastic volatility
Medvedev, Alexey; Scaillet, Olivier - In: The review of financial studies 20 (2007) 2, pp. 427-459
Persistent link: https://www.econbiz.de/10003554444
Cover Image
Approximation and Calibration of Short-Term Implied Volatilities Under Jump-Diffusion Stochastic Volatility
Medvedev, Alexey; Scaillet, Olivier - In: The review of financial studies 20 (2007) 2, pp. 427-460
Persistent link: https://www.econbiz.de/10007613079
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Approximation and Calibration of Short-Term Implied Volatilities Under Jump-Diffusion Stochastic Volatility
Medvedev, Alexey; Scaillet, Olivier - In: The review of financial studies 20 (2013) 2, pp. 427-426
Persistent link: https://www.econbiz.de/10010113691