Pages that link to "Item:Q4635252"
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The following pages link to Short-Time Expansions for Call Options on Leveraged ETFs Under Exponential Lévy Models with Local Volatility (Q4635252):
Displaying 5 items.
- Model-driven statistical arbitrage on LETF option markets (Q5212060) (← links)
- LONG-TERM GROWTH RATE OF EXPECTED UTILITY FOR LEVERAGED ETFs: MARTINGALE EXTRACTION APPROACH (Q5367499) (← links)
- The economics of time as it is embedded in the prices of options§ (Q6158421) (← links)
- Short-time implied volatility of additive normal tempered stable processes (Q6549591) (← links)
- Robust long-term growth rate of expected utility for leveraged ETFs (Q6655912) (← links)