Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps
2012 ◽
Vol 122
(4)
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pp. 1808-1839
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2013 ◽
Vol 16
(08)
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pp. 1350050
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2012 ◽
Vol 22
(4)
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pp. 1541-1575
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2008 ◽
Vol 146
(1)
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pp. 44-58
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2020 ◽
Vol 07
(04)
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pp. 2050042
2012 ◽
Vol 12
(6)
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pp. 873-891
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2019 ◽
Vol 55
(4)
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pp. 1117-1162