Small-Time Asymptotics of Option Prices and First Absolute Moments (Q3108470): Difference between revisions

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Latest revision as of 19:02, 4 July 2024

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Small-Time Asymptotics of Option Prices and First Absolute Moments
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    Small-Time Asymptotics of Option Prices and First Absolute Moments (English)
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    4 January 2012
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    option price
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    absolute moment
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    small-time asymptotics
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    approximation by Lévy processes
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