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Higher-order ATM asymptotics for the CGMY model via the characteristic function

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Hoffmeyer, Allen, Houdré, Christian
Natura:	Preprint
Pubblicazione:	2026
Soggetti:	Pricing of Securities Probability 60E10, 60F99, 60G51, 91G20, 91G60
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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