Elisa Alòs, Jorge A. León, Josep Vives. On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility. Finance and Stochastics, 11(4):571-589, 2007. [doi]
@article{AlosLV07,
title = {On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility},
author = {Elisa Alòs and Jorge A. León and Josep Vives},
year = {2007},
doi = {10.1007/s00780-007-0049-1},
url = {http://dx.doi.org/10.1007/s00780-007-0049-1},
researchr = {https://researchr.org/publication/AlosLV07},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {11},
number = {4},
pages = {571-589},
}