{"@context":["https://w3id.org/fdo/context/v1",{"schema":"https://schema.org/","prov":"http://www.w3.org/ns/prov#","fdo":"https://w3id.org/fdo/vocabulary/"}],"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q4635252","@type":"DigitalObject","kernel":{"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q4635252","digitalObjectType":"https://schema.org/ScholarlyArticle","primaryIdentifier":"mardi:Q4635252","kernelVersion":"v1","immutable":true,"modified":"2026-04-04T16:10:42Z"},"profile":{"@context":"https://schema.org","@type":"ScholarlyArticle","@id":"https://portal.mardi4nfdi.de/entity/Q4635252","name":"Short-time expansions for call options on leveraged ETFs under exponential Lévy models with local volatility","headline":"Short-time expansions for call options on leveraged ETFs under exponential Lévy models with local volatility","description":"scientific article; zbMATH DE number 6860077","url":"https://portal.mardi4nfdi.de/entity/Q4635252","datePublished":"2018-04-16","author":[{"@id":"https://portal.mardi4nfdi.de/entity/Q261926"},{"@id":"https://portal.mardi4nfdi.de/entity/Q424502"},{"@id":"https://portal.mardi4nfdi.de/entity/Q309156"}],"publisher":[{"@id":"https://portal.mardi4nfdi.de/entity/Q2797751"}],"identifier":{"@type":"PropertyValue","propertyID":"doi","value":"10.1137/17M1111292","url":"https://doi.org/10.1137/17M1111292"},"sameAs":["https://doi.org/10.1137/17M1111292"],"citation":[{"@id":"https://portal.mardi4nfdi.de/entity/Q375333"},{"@id":"https://portal.mardi4nfdi.de/entity/Q2941473"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3627586"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3580039"},{"@id":"https://portal.mardi4nfdi.de/entity/Q2516772"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4821616"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4902204"},{"@id":"https://portal.mardi4nfdi.de/entity/Q424503"},{"@id":"https://portal.mardi4nfdi.de/entity/Q395997"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4902231"},{"@id":"https://portal.mardi4nfdi.de/entity/Q468415"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4919611"},{"@id":"https://portal.mardi4nfdi.de/entity/Q136006"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4725453"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4114577"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5371136"},{"@id":"https://portal.mardi4nfdi.de/entity/Q2798416"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4682478"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4939318"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1038944"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5898769"}]},"provenance":{"prov:generatedAtTime":"2026-04-04T16:10:42Z","prov:wasAttributedTo":"MaRDI Knowledge Graph"}}