| 000 | 00632nam a2200193Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aMedvedev, Alexey and Scaillet, Olivier | ||
| 240 | _aREVIEW OF ECONOMIC STUDIES (Q) | ||
| 245 | _aApproximation and calibration of short term implied volatilities under jump diffusion stochastic volatility | ||
| 246 | _f2007 | ||
| 260 | _c2007 | ||
| 300 |
_bV. 20 _cIssue. 2 _a427 - 459 |
||
| 366 | _b2007 | ||
| 366 | _bMarch | ||
| 520 | _aStochastic volatility | ||
| 650 | _aFinance | ||
| 653 | _aStochastic volatility model;Empiricial option pricing;Assect pricing; | ||
| 942 | _cJA | ||
| 999 |
_c45911 _d45911 |
||