High-order short-time expansions for ATM option prices under the CGMY model (Q6229677)
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scientific article; zbMATH DE number 900133605
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-order short-time expansions for ATM option prices under the CGMY model |
scientific article; zbMATH DE number 900133605 |
Statements
13 December 2011
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q-fin.CP
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math.PR
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