Small-Time Asymptotics of Option Prices and First Absolute Moments (Q3108470)
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scientific article; zbMATH DE number 5994384
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| English | Small-Time Asymptotics of Option Prices and First Absolute Moments |
scientific article; zbMATH DE number 5994384 |
Statements
Small-Time Asymptotics of Option Prices and First Absolute Moments (English)
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4 January 2012
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option price
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absolute moment
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small-time asymptotics
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approximation by Lévy processes
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0.9242214
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0.89456725
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0.8916851
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0.8859013
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0.88479364
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0.8847651
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0.8815049
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0.87842804
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0.87831485
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0.87804824
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