Alòs, E., Burés, Ò., & Vives, J. (2025). Short-time behavior of the At-The-Money implied volatility for the jump-diffusion stochastic volatility Bachelier model.
Chicago Style (17th ed.) CitationAlòs, Elisa, Òscar Burés, and Josep Vives. Short-time Behavior of the At-The-Money Implied Volatility for the Jump-diffusion Stochastic Volatility Bachelier Model. 2025.
MLA (9th ed.) CitationAlòs, Elisa, et al. Short-time Behavior of the At-The-Money Implied Volatility for the Jump-diffusion Stochastic Volatility Bachelier Model. 2025.
Warning: These citations may not always be 100% accurate.