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Jump telegraph processes and a volatility smile
Nikita Ratanov
Faculty of Economics
Faculty of Economics Research Group
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peer-review
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Mathematics
Volatility
100%
Jump
73%
Arbitrage
38%
Model
29%
Black-Scholes Model
20%
Market Model
19%
Stock Prices
19%
Interest Rates
18%
Financial Markets
18%
Moving Average
17%
Model-based
13%
Continue
12%
Scaling
12%
Correspondence
11%
Standards
8%