Deuschel, J. D.
- Marginal density expansions for diffusions and stochastic volatility, part II: Applications [to the Stein--Stein model]
2013/05/29 by J. D. Deuschel, Deuschel, J. D., P. K. Friz +5 · 1 citation
Economics, Econometrics and Finance · Mathematics · #60H30 #91G80 #FOS: Economics and business #FOS: Mathematics #Pricing of Securities (q-fin.PR) #Probability (math.PR) #math.PR #msc:60H30 #msc:91G80 #q-fin.PR