Pages that link to "Item:Q395997"
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The following pages link to Small-time expansions for local jump-diffusion models with infinite jump activity (Q395997):
Displayed 4 items.
- Small-time asymptotics of stopped Lévy bridges and simulation schemes with controlled bias (Q395995) (← links)
- Small-time expansions for local jump-diffusion models with infinite jump activity (Q395997) (← links)
- Small-time expansions for state-dependent local jump-diffusion models with infinite jump activity (Q1630666) (← links)
- Short-Time Expansions for Call Options on Leveraged ETFs Under Exponential Lévy Models with Local Volatility (Q4635252) (← links)