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High-order short-time expansions for ATM option prices under a tempered stable Lévy model
Exponential Levy models CGMY and tempered stable models short-time asymptotics at-the-money option pricing implied volatility.
2012/9/14
The short-time asymptotic behavior of option prices for a variety of models with jumps has received much attention in recent years. In the present work, a novel second-order approximation for ATM opti...
在银行设定的程序范围内ATM机的“行为”代表银行行为
ATM机 程序范围 银行设定
2008/11/21
许霆是否构成盗窃罪的一个关键问题是在ATM机取款是否代表银行行为，对此本人发表以下观点，供大家共同探讨。