The following pages link to Dan Pirjol (Q360860):
Displayed 38 items.
- Predictions for \(b\rightarrow ss\overline{d}\) and \(b\rightarrow dd\overline{s}\) decays in the SM and with new physics (Q360862) (← links)
- The logistic-normal integral and its generalizations (Q455880) (← links)
- On the growth rate of a linear stochastic recursion with Markovian dependence (Q887092) (← links)
- Subleading collinear operators and their matrix elements (Q1422642) (← links)
- Reparameterization invariance for collinear operators (Q1604153) (← links)
- Explosion in the quasi-Gaussian HJM model (Q1650943) (← links)
- Asymptotics for the Euler-discretized Hull-White stochastic volatility model (Q1703031) (← links)
- Small-noise limit of the quasi-Gaussian log-normal HJM model (Q1727938) (← links)
- Emergence of heavy-tailed distributions in a random multiplicative model driven by a Gaussian stochastic process (Q2016548) (← links)
- Small-\(t\) expansion for the Hartman-Watson distribution (Q2065487) (← links)
- Stochastic exponential growth and lattice gases. Statistical mechanics of stochastic growth processes (Q2160157) (← links)
- On the distribution of the time-integral of the geometric Brownian motion (Q2237931) (← links)
- Addendum to ``The logistic-normal integral and its generalizations'' (Q2511215) (← links)
- Discrete sums of geometric Brownian motions, annuities and Asian options (Q2520429) (← links)
- EXPLOSIVE BEHAVIOR IN A LOG-NORMAL INTEREST RATE MODEL (Q2842536) (← links)
- Short Maturity Asian Options in Local Volatility Models (Q2953946) (← links)
- Long-run growth rate in a random multiplicative model (Q3189951) (← links)
- Explosive Behavior in the Black–Derman–Toy Model (Q3459746) (← links)
- Eurodollar futures pricing in log-normal interest rate models in discrete time (Q4585685) (← links)
- SENSITIVITIES OF ASIAN OPTIONS IN THE BLACK–SCHOLES MODEL (Q4608115) (← links)
- Hogan–Weintraub singularity and explosive behaviour in the Black–Derman–Toy model (Q4683077) (← links)
- Proof of non-convergence of the short-maturity expansion for the SABR model (Q5039635) (← links)
- ASYMPTOTICS OF THE TIME-DISCRETIZED LOG-NORMAL SABR MODEL: THE IMPLIED VOLATILITY SURFACE (Q5051949) (← links)
- SHORT MATURITY ASIAN OPTIONS FOR THE CEV MODEL (Q5056615) (← links)
- Asymptotics for the discrete-time average of the geometric Brownian motion and Asian options (Q5233177) (← links)
- Short Maturity Forward Start Asian Options in Local Volatility Models (Q5241901) (← links)
- Phase transition in a log-normal Markov functional model (Q5256183) (← links)
- Thermodynamics of a lattice gas with linear attractive potential (Q5499061) (← links)
- From chaos to cosmology: insights gained from 1D gravity (Q5880262) (← links)
- Growth rate of a stochastic growth process driven by an exponential Ornstein–Uhlenbeck process (Q5884836) (← links)
- SUBLEADING CORRECTION TO THE ASIAN OPTIONS VOLATILITY IN THE BLACK–SCHOLES MODEL (Q6095474) (← links)
- Total positivity and relative convexity of option prices (Q6105375) (← links)
- Asymptotics for the Laplace transform of the time integral of the geometric Brownian motion (Q6106550) (← links)
- SHORT-MATURITY ASYMPTOTICS FOR OPTION PRICES WITH INTEREST RATE EFFECTS (Q6119776) (← links)
- W-shaped implied volatility curves and the Gaussian mixture model (Q6158420) (← links)
- Equivalence of interest rate models and lattice gases (Q6232088) (← links)
- Growth rate of a stochastic growth process driven by an exponential Ornstein-Uhlenbeck process (Q6370973) (← links)
- On the distribution of the time-integral of the geometric Brownian motion (Q6411298) (← links)