Asymptotic Analysis of Stock Price Densities and Implied Volatilities in Mixed Stochastic Models

From MaRDI portal
Publication:5250042

DOI10.1137/140962255zbMath1336.91075arXiv1403.5302OpenAlexW1996831464MaRDI QIDQ5250042

Josep Vives, Archil Gulisashvili

Publication date: 15 May 2015

Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.5302



Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (1)



Cites Work


This page was built for publication: Asymptotic Analysis of Stock Price Densities and Implied Volatilities in Mixed Stochastic Models