@article{higherorderapproximationofoptionprices,
  title = {Higher order approximation of option prices in Barndorff-Nielsen and Shephard models},
  author = {Álvaro Guinea Juliá and Alet Roux},
  year = {2024},
  eprint = {2401.14390},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2401.14390v2},
}