Login / Signup

The Small-Maturity Smile for Exponential Lévy Models.

José E. Figueroa-LópezMartin Forde
Published in: SIAM J. Financial Math. (2012)
Keyphrases
  • information systems
  • historical data
  • small number
  • heavy tails
  • real time
  • data mining
  • three dimensional
  • neural network model