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Publications by Elisa Alòs
Estimating the Hurst Parameter From Short Term Volatility Swaps: A Malliavin Calculus Approach
Finance and Stochastics
Uncertainty
Statistics
Finance
Probability
On the Short-Time Behavior of the Implied Volatility for Jump-Diffusion Models With Stochastic Volatility
Finance and Stochastics
Uncertainty
Statistics
Finance
Probability
