• search
    search
  • reviewers
    reviewers
  • feeds
    feeds
  • assignments
    assignments
  • settings
  • logout

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

Elisa AlòsJorge A. LeónJosep Vives
Published in: Finance Stochastics (2007)
Keyphrases
  • diffusion models
  • stock price
  • stock market
  • garch model
  • diffusion model
  • information diffusion
  • social networks
  • computer vision
  • high order
  • news articles