Small-Maturity Asymptotics for the At-The-Money Implied Volatility Slope in Lévy Models

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Publication:4682702

DOI10.1080/1350486X.2016.1197041zbMath1396.91731arXiv1310.3061OpenAlexW2412572825WikidataQ40407342 ScholiaQ40407342MaRDI QIDQ4682702

I. Cetin Gülüm, Arpad Pinter, Stefan Gerhold

Publication date: 19 September 2018

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.3061




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