FM12 - MS18-4 - Large Deviations and Stochastic Volatility with Jumps: Asymptotic Implied Volatility for Affine Models | SIAM

FM12 - MS18-4 - Large Deviations and Stochastic Volatility with Jumps: Asymptotic Implied Volatility for Affine Models

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Contributors

Martin Keller-Ressel, TU Berlin, Germany

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