Arpad Pinter
From MaRDI portal
Person:2292053
Available identifiers
zbMath Open pinter.arpadMaRDI QIDQ2292053
List of research outcomes
Publication | Date of Publication | Type |
---|---|---|
Difference Equation Theory Meets Mathematical Finance | 2021-01-12 | Paper |
Moment explosions in the rough Heston model | 2020-01-31 | Paper |
Small-Maturity Asymptotics for the At-The-Money Implied Volatility Slope in Lévy Models | 2018-09-19 | Paper |
Option pricing in the moderate deviations regime | 2018-08-16 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
Property | Value |
---|---|
MaRDI profile type | MaRDI person profile |
instance of | human |
This page was built for person: Arpad Pinter