Small-Time Asymptotics of Option Prices and First Absolute Moments (Q3108470)

From MaRDI portal
Revision as of 19:02, 4 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Small-Time Asymptotics of Option Prices and First Absolute Moments
scientific article

    Statements

    title
    Small-Time Asymptotics of Option Prices and First Absolute Moments (English)
    0 references
    author
    Johannes Muhle-Karbe
    0 references
    Marcel Nutz
    0 references
    publication date
    4 January 2012
    0 references
    zbMATH Keywords
    option price
    0 references
    absolute moment
    0 references
    small-time asymptotics
    0 references
    approximation by Lévy processes
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G20
    0 references
    91B25
    0 references
    60G44
    0 references
    zbMATH DE Number
    5994384
    0 references
    OpenAlex ID
    W2150708803
    0 references
    arXiv ID
    1006.2294
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3108470&oldid=35260922"
    Powered by MediaWiki