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

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