Small-time expansions for local jump-diffusion models with infinite jump activity (Q395997)
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scientific article; zbMATH DE number 6327906
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| default for all languages | No label defined |
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| English | Small-time expansions for local jump-diffusion models with infinite jump activity |
scientific article; zbMATH DE number 6327906 |
Statements
Small-time expansions for local jump-diffusion models with infinite jump activity (English)
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8 August 2014
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local jump-diffusion model
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option pricing
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small-time asymptotic expansion
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transition densities
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transition distributions
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0.8774889707565308
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0.8561747670173645
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0.8105454444885254
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0.7678120136260986
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