A Hull and White Formula for a General Stochastic Volatility Jump-diffusion Model with Applications to the Study of the Short-time Behavior of the Implied Volatility

A Hull and White Formula for a General Stochastic Volatility Jump-diffusion Model with Applications to the Study of the Short-time Behavior of the Implied Volatility
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Book Synopsis A Hull and White Formula for a General Stochastic Volatility Jump-diffusion Model with Applications to the Study of the Short-time Behavior of the Implied Volatility by : Elisa Alós

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