Pages that link to "Item:Q261927"

The following pages link to Sveinn Ólafsson (Q261927):

Displaying 3 items.

• Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility (Q261928) (← links)
• Short-term asymptotics for the implied volatility skew under a stochastic volatility model with Lévy jumps (Q331361) (← links)
• Change-point detection for Lévy processes (Q1737954) (← links)