Small-Time Asymptotics of Option Prices and First Absolute Moments (Q3108470): Difference between revisions
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Revision as of 10:43, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small-Time Asymptotics of Option Prices and First Absolute Moments |
scientific article |
Statements
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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