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

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Alòs, Elisa, Burés, Òscar, Vives, Josep
Format:	Preprint
Publié:	2025
Sujets:	Mathematical Finance Probability 60H07 60J76 91G20 91G60 (Primary)
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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