Pages that link to "Item:Q5373916"
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The following pages link to Third-order short-time expansions for close-to-the-money option prices under the CGMY model (Q5373916):
Displaying 4 items.
- Estimation of tempered stable Lévy models of infinite variation (Q2152238) (← links)
- Rough volatility and CGMY jumps with a finite history and the Rough Heston model – small-time asymptotics in the regime (Q5014187) (← links)
- Asymptotic behavior and calibration of short-time option prices under the normal tempered stable model (Q5093724) (← links)
- Third-order short-time expansions for close-to-the-money option prices under the CGMY model (Q5373916) (← links)
