Arpad Pinter

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Difference Equation Theory Meets Mathematical Finance
Algorithmic Combinatorics: Enumerative Combinatorics, Special Functions and Computer Algebra
2021-01-12Paper
Moment explosions in the rough Heston model
Decisions in Economics and Finance
2020-01-31Paper
Small-maturity asymptotics for the at-the-money implied volatility slope in Lévy models
Applied Mathematical Finance
2018-09-19Paper
Option pricing in the moderate deviations regime
Mathematical Finance
2018-08-16Paper


Research outcomes over time


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