Arpad Pinter

Vienna University of Technology

Karlsplatz 13

Vienna

Austria

SCHOLARLY PAPERS

1

DOWNLOADS

66

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Option Pricing in the Moderate Deviations Regime

Number of pages: 20 Posted: 05 Apr 2016
Peter Friz, Stefan Gerhold and Arpad Pinter
Technische Universität Berlin (TU Berlin), Vienna University of Technology and Vienna University of Technology
Downloads 66 (646,056)
Citation 3

Abstract:

Loading...

density expansions in small time, option pricing in small time, moderate deviations