Short-time implied volatility of additive normal tempered stable processes
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Publication:6549591
DOI10.1007/S10479-022-04894-YzbMATH Open1537.91308MaRDI QIDQ6549591
Roberto Baviera, Michele Azzone
Publication date: 4 June 2024
Published in: Annals of Operations Research (Search for Journal in Brave)
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