Small-time expansions for local jump-diffusion models with infinite jump activity (Q395997)
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scientific article; zbMATH DE number 6327906
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small-time expansions for local jump-diffusion models with infinite jump activity |
scientific article; zbMATH DE number 6327906 |
Statements
Small-time expansions for local jump-diffusion models with infinite jump activity (English)
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8 August 2014
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local jump-diffusion model
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option pricing
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small-time asymptotic expansion
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transition densities
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transition distributions
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