Asymptotic Expansions for High-Frequency Option Data

arXiv2304.12450MaRDI QIDQ6434191

Carsten H. Chong, Viktor Todorov

Publication date: 24 April 2023

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

60E10: Characteristic functions; other transforms

60G48: Generalizations of martingales

62M99: Inference from stochastic processes