Sveinn Ólafsson

Available identifiers

zbMath Open olafsson.sveinnMaRDI QIDQ261927

List of research outcomes

Publication	Date of Publication	Type
Change-point detection for Lévy processes	2019-04-24	Paper
Short-term asymptotics for the implied volatility skew under a stochastic volatility model with Lévy jumps	2016-10-27	Paper
Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility	2016-03-29	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Sveinn Ólafsson