The Small-Maturity Smile for Exponential Lévy Models (Q4902204): Difference between revisions
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Latest revision as of 21:28, 19 April 2024
scientific article; zbMATH DE number 6130636
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Small-Maturity Smile for Exponential Lévy Models |
scientific article; zbMATH DE number 6130636 |
Statements
The Small-Maturity Smile for Exponential Lévy Models (English)
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25 January 2013
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exponential Lévy models
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time-changed Lévy models
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option pricing
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short-time asymptotics
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implied volatility
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