Alexander Gairat

From MaRDI portal
Person:2670795

Available identifiers

zbMath Open gairat.alexanderMaRDI QIDQ2670795

List of research outcomes





PublicationDate of PublicationType
Extreme ATM skew in a local volatility model with discontinuity: joint density approach2024-10-16Paper
Extreme ATM skew in a local volatility model with discontinuity: joint density approach2023-05-18Paper
Discrete SIR model on a homogeneous tree and its continuous limit2023-02-17Paper
Skew Brownian motion with dry friction: joint density approach2022-06-01Paper
DENSITY OF SKEW BROWNIAN MOTION AND ITS FUNCTIONALS WITH APPLICATION IN FINANCE2017-10-24Paper

Research outcomes over time

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