Sveinn Ólafsson
- Short-time expansions for close-to-the-money options under a L 'evy jump\n model with stochastic volatility
2014/04/02 by José E. Figueroa‐López, Figueroa-López, José E., Sveinn Ólafsson +2 · 1 citation
Business, Management and Accounting · Economics, Econometrics and Finance · Mathematics · #60F99 #60G51 #91G20 #91G60 #Advanced Queuing Theory Analysis #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Pricing of Securities (q-fin.PR) #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics