Allen Hoffmeyer

Identifiers

• name variant Allen Hoffmeyer 0.60 · backfill

Papers (2)

1. Higher-order ATM asymptotics for the CGMY model via the characteristic function q-fin.PR · 2026 · author #1
2. At-the-money short-time call-price asymptotics for new classes of exponential L\'evy models q-fin.PR · 2026 · author #1

Mentions

• 2603.14760 #1 · arxiv_oai · confidence 0.70 Allen Hoffmeyer

Frequent Coauthors

• Christian Houdr\'e 2 shared papers