Arpad Pinter
From MaRDI portal
Person:2292053
Available identifiers
zbMath Open pinter.arpadMaRDI QIDQ2292053
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! |
| 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
This page was built for person: Arpad Pinter
