Third-order short-time expansions for close-to-the-money option prices under the CGMY model (Q5373916): Difference between revisions

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+Third-order short-time expansions for close-to-the-money option prices under the CGMY model
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+HIGH‐ORDER SHORT‐TIME EXPANSIONS FOR ATM OPTION PRICES OF EXPONENTIAL LÉVY MODELS
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+Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility
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