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Small-time expansions of the distributions,densities, and option prices of stochastic volatility models with Lévy jumps |
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| Authors: | José E Figueroa-López Ruoting Gong Christian Houdré |
| Institution: | 1. Department of Statistics, Purdue University, West Lafayette, IN, 47907, USA;2. School of Mathematics, Georgia Institute of Technology, Atlanta, GA, 30332, USA |
| Abstract: | |
| Keywords: | 60G51 60F99 91G20 91G60 |
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