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 |
|---|---|---|
| Marginal density expansions for diffusions and stochastic volatility. I: Theoretical foundations Communications on Pure and Applied Mathematics | 2014-02-18 | Paper |
| Marginal density expansions for diffusions and stochastic volatility. II: Applications Communications on Pure and Applied Mathematics | 2014-02-18 | Paper |
| Marginal density expansions for diffusions and stochastic volatility, part II: Applications [to the Stein--Stein model] | 2013-05-29 | Paper |
Research outcomes over time
This page was built for person: S. Violante
