Small-maturity digital options in Lévy models: an analytic approach (Q493621)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small-maturity digital options in Lévy models: an analytic approach |
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Small-maturity digital options in Lévy models: an analytic approach (English)
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3 September 2015
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Lévy processes
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small-time Tauberian theorem
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transition probabilities
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characteristic functions
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digital options
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implied volatility slopes
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Spitzer's condition
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