Sveinn \'Olafsson

Identifiers

• name variant Sveinn \'Olafsson 0.60 · backfill

Papers (3)

1. Change-point detection for L\'evy processes math.PR · 2016 · author #2
2. Short-time asymptotics for the implied volatility skew under a stochastic volatility model with L\'evy jumps q-fin.MF · 2015 · author #2
3. Short-time expansions for close-to-the-money options under a L\'evy jump model with stochastic volatility q-fin.PR · 2014 · author #2

Mentions

• 1502.02595 #2 · backfill · confidence 0.70 Sveinn \'Olafsson
• 1404.0601 #2 · backfill · confidence 0.70 Sveinn \'Olafsson

Frequent Coauthors

• Jos\'e E. Figueroa-L\'opez 3 shared papers