FM12 - MS18-1 - Small-time Expansions for Stochastic Volatility Models with Lévy Jumps | SIAM

FM12 - MS18-1 - Small-time Expansions for Stochastic Volatility Models with Lévy Jumps

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Contributors

José E Figueroa-López, Purdue University, USA

View PDF Handout
https://client.blueskybroadcast.com/SIAM12/FM/pdf/figueroa-lopez_MS18-1_7-10-12_4pm.pdf