A new look at short-term implied volatility in asset price models with jumps. Mijatović, A. & Tankov, P. Math. Finance, 26(1):149–183, 2016. Paper doi bibtex @article{MR3455414,
Author = {Mijatovi\'{c}, Aleksandar and Tankov, Peter},
Date-Added = {2019-01-14 08:52:36 -0600},
Date-Modified = {2019-01-14 08:52:36 -0600},
Doi = {10.1111/mafi.12055},
Fjournal = {Mathematical Finance. An International Journal of Mathematics, Statistics and Financial Economics},
Issn = {0960-1627},
Journal = {Math. Finance},
Mrclass = {91G20 (60H30 60J75)},
Mrnumber = {3455414},
Mrreviewer = {Kyoung-Kuk Kim},
Number = {1},
Pages = {149--183},
Title = {A new look at short-term implied volatility in asset price models with jumps},
Url = {https://doi.org/10.1111/mafi.12055},
Volume = {26},
Year = {2016},
Bdsk-Url-1 = {https://doi.org/10.1111/mafi.12055}}
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