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Higher-Order Small Time Asymptotic Expansion of Ito Semimartingale Characteristic Function with Application to Estimation of Leverage from Options, Stochastic Processes and Their Applications
Type
Article
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.
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