Short-time behavior of the At-The-Money implied volatility for the jump-diffusion stochastic volatility Bachelier model

Fuente: arXiv

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Bibliographic Details
Main Authors:	Alòs, Elisa, Burés, Òscar, Vives, Josep
Format:	Preprint
Published:	2025
Subjects:	Mathematical Finance Probability 60H07 60J76 91G20 91G60 (Primary)
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2503.22282