@article{shortmaturityasymptoticsforoptionprices, title = {Short-maturity asymptotics for option prices with interest rates effects}, author = {Dan Pirjol and Lingjiong Zhu}, year = {2024}, eprint = {2402.14161}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2402.14161v1}, }