Hoffmeyer, A., & Houdré, C. (2026). At-the-money short-time call-price asymptotics for new classes of exponential Lévy models.
Chicago Style (17th ed.) CitationHoffmeyer, Allen, and Christian Houdré. At-the-money Short-time Call-price Asymptotics for New Classes of Exponential Lévy Models. 2026.
MLA (9th ed.) CitationHoffmeyer, Allen, and Christian Houdré. At-the-money Short-time Call-price Asymptotics for New Classes of Exponential Lévy Models. 2026.
Warning: These citations may not always be 100% accurate.