ASYMPTOTICS FOR EXPONENTIAL LÉVY PROCESSES AND THEIR VOLATILITY SMILE: SURVEY AND NEW RESULTS (Q4916238): Difference between revisions

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Latest revision as of 09:46, 30 July 2024

scientific article; zbMATH DE number 6156056
Language Label Description Also known as
English
ASYMPTOTICS FOR EXPONENTIAL LÉVY PROCESSES AND THEIR VOLATILITY SMILE: SURVEY AND NEW RESULTS
scientific article; zbMATH DE number 6156056

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    ASYMPTOTICS FOR EXPONENTIAL LÉVY PROCESSES AND THEIR VOLATILITY SMILE: SURVEY AND NEW RESULTS (English)
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    22 April 2013
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    exponential Lévy processes
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    short-time asymptotics
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    long-time asymptotics
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    implied volatility
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    Lewis-Lipton formula
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