Small time central limit theorems for semimartingales with applications (Q2804007)
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scientific article; zbMATH DE number 6574556
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| English | Small time central limit theorems for semimartingales with applications |
scientific article; zbMATH DE number 6574556 |
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Small time central limit theorems for semimartingales with applications (English)
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27 April 2016
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central limit theorem
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functional central limit theorem
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semimartingales
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stochastic differential equations
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digital option
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implied volatility skew
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0.752000093460083
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0.7501260638237
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0.7485460638999939
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