Journal Article
Higher-Order Small Time Asymptotic Expansion of Ito Semimartingale Characteristic Function with Application to Estimation of Leverage from Options
Stochastic Processes and Their Applications
Author(s)
Date Published:
2021
Citations:
Todorov, Viktor. 2021. Higher-Order Small Time Asymptotic Expansion of Ito Semimartingale Characteristic Function with Application to Estimation of Leverage from Options. Stochastic Processes and Their Applications. 671-705.