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20122025
most citedHigh-order short-time expansions for ATM option prices of exponential Lévy models

2 citations · 2 across the 8 of their papers we have counts for

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math.ST2016

Optimal Kernel Estimation of Spot Volatility of Stochastic Differential Equations

José E. Figueroa-López, Cheng Li

Kernel Estimation is one of the most widely used estimation methods in non-parametric Statistics, having a wide-range of applications, including spot volatility estimation of stoch…