The Small-Maturity Smile for Exponential Lévy Models (Q4902204)
From MaRDI portal
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)
0 references
25 January 2013
0 references
exponential Lévy models
0 references
time-changed Lévy models
0 references
option pricing
0 references
short-time asymptotics
0 references
implied volatility
0 references
