%0 Journal Article %1 journals/siamfm/Figueroa-LopezG18 %A Figueroa-López, José E. %A Gong, Ruoting %A Lorig, Matthew %D 2018 %J SIAM J. Financial Math. %K dblp %N 1 %P 347-380 %T Short-Time Expansions for Call Options on Leveraged ETFs Under Exponential Lévy Models with Local Volatility. %U http://dblp.uni-trier.de/db/journals/siamfm/siamfm9.html#Figueroa-LopezG18 %V 9

@article{journals/siamfm/Figueroa-LopezG18, added-at = {2023-08-28T00:00:00.000+0200}, author = {Figueroa-López, José E. and Gong, Ruoting and Lorig, Matthew}, biburl = {https://www.bibsonomy.org/bibtex/29ee04d51fd50d8702510420d26ff48de/dblp}, ee = {https://www.wikidata.org/entity/Q115525619}, interhash = {4d8d6c177459519ea39de61e15e9fed0}, intrahash = {9ee04d51fd50d8702510420d26ff48de}, journal = {SIAM J. Financial Math.}, keywords = {dblp}, number = 1, pages = {347-380}, timestamp = {2024-04-09T03:39:51.000+0200}, title = {Short-Time Expansions for Call Options on Leveraged ETFs Under Exponential Lévy Models with Local Volatility.}, url = {http://dblp.uni-trier.de/db/journals/siamfm/siamfm9.html#Figueroa-LopezG18}, volume = 9, year = 2018 }