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FM12 - MS18-3 - A new look at short-term implied volatility in models with jumps

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Description

Contributors

  • Aleksandar Mijatovic, Imperial College London, United Kingdom

  • View PDF Handout

    https://client.blueskybroadcast.com/SIAM12/FM/pdf/Mijatovic_MS18-3_7-10-12_5pm.pdf