BibTeX record journals/fs/Figueroa-LopezO16a

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@article{DBLP:journals/fs/Figueroa-LopezO16a,
  author       = {Jos{\'{e}} E. Figueroa{-}L{\'{o}}pez and
                  Sveinn {\'{O}}lafsson},
  title        = {Short-term asymptotics for the implied volatility skew under a stochastic
                  volatility model with L{\'{e}}vy jumps},
  journal      = {Finance Stochastics},
  volume       = {20},
  number       = {4},
  pages        = {973--1020},
  year         = {2016},
  url          = {https://doi.org/10.1007/s00780-016-0313-3},
  doi          = {10.1007/S00780-016-0313-3},
  timestamp    = {Wed, 22 Jul 2020 22:00:04 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/Figueroa-LopezO16a.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

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