Small time central limit theorems for semimartingales with applications

Mathematics

• Central Limit Theorem 100%
• Gaussian Distribution 50%
• Implied Volatility 50%
• Stochastic Differential Equation 50%
• Mathematical Finance 50%
• Limit Theorem 50%
• Marginal Distribution 50%

Keyphrases

• Digital Options 50%
• Gaussian Limit Law 50%
• Bounded Coefficients 50%
• Continuous Coefficients 50%
• Locally Bounded 50%