Alexander Gairat
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Person:2670795
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 |
|---|---|---|
| Extreme ATM skew in a local volatility model with discontinuity: joint density approach Finance and Stochastics | 2024-10-16 | Paper |
| Extreme ATM skew in a local volatility model with discontinuity: joint density approach | 2023-05-18 | Paper |
| Discrete SIR model on a homogeneous tree and its continuous limit Journal of Physics A: Mathematical and Theoretical | 2023-02-17 | Paper |
| Skew Brownian motion with dry friction: joint density approach Statistics & Probability Letters | 2022-06-01 | Paper |
| DENSITY OF SKEW BROWNIAN MOTION AND ITS FUNCTIONALS WITH APPLICATION IN FINANCE Mathematical Finance | 2017-10-24 | Paper |
Research outcomes over time
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