figueroa-lopez.luo.ea:14:small-time¶
BibTeX Entry:
@article{figueroa-lopez.luo.ea:14:small-time,
author = {Figueroa-L\'{o}pez, Jos\'{e} E. and Luo, Yankeng and Ouyang, Cheng},
doi = {10.3150/13-BEJ518},
fjournal = {Bernoulli. Official Journal of the Bernoulli Society for Mathematical Statistics and Probability},
issn = {1350-7265},
journal = {Bernoulli},
mrclass = {60J75 (60H07 60J35 91G20)},
mrnumber = {3217441},
mrreviewer = {Atsushi Takeuchi},
number = {3},
pages = {1165--1209},
title = {Small-time expansions for local jump-diffusion models with infinite jump activity},
url = {https://doi.org/10.3150/13-BEJ518},
volume = {20},
year = {2014}
}