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"Short-time implied volatility of additive normal tempered stable processes."

Michele Azzone, Roberto Baviera (2024)

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DOI: 10.1007/S10479-022-04894-Y

access: open

type: Journal Article

metadata version: 2024-06-08

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  dblp key:
  - journals/anor/AzzoneB24
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  - https://dblp.org/rec/journals/anor/AzzoneB24
Michele Azzone, Roberto Baviera:
Short-time implied volatility of additive normal tempered stable processes. Ann. Oper. Res. 336(1-2): 93-126 (2024)

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