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| Approximation and Calibration of Short-Term implied Volatilities under Jump-Diffusion Stochastic Volatility | | | | 2006 | 646 | 1,238 |
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| A simple Calibration Procedure of Stochastic Volatility Models with Jumps by Short Term Asymptotics | | | | 2003 | 692 | 1,144 |
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