Pages that link to "Item:Q550169"

The following pages link to Asymptotic results for time-changed Lévy processes sampled at hitting times (Q550169):

Displaying 10 items.

• Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility (Q261928) (← links)
• Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise (Q282571) (← links)
• Short-term asymptotics for the implied volatility skew under a stochastic volatility model with Lévy jumps (Q331361) (← links)
• Small-time asymptotics of stopped Lévy bridges and simulation schemes with controlled bias (Q395995) (← links)
• Small-maturity digital options in Lévy models: an analytic approach (Q493621) (← links)
• Asymptotically optimal discretization of hedging strategies with jumps (Q2454402) (← links)
• Small-Maturity Asymptotics for the At-The-Money Implied Volatility Slope in Lévy Models (Q4682702) (← links)
• Asymptotic behavior and calibration of short-time option prices under the normal tempered stable model (Q5093724) (← links)
• HIGH‐ORDER SHORT‐TIME EXPANSIONS FOR ATM OPTION PRICES OF EXPONENTIAL LÉVY MODELS (Q5739188) (← links)
• Stability of overshoots of Markov additive processes (Q6139684) (← links)