The following pages link to Arpad Pinter (Q2292053):
Displaying 4 items.
- Moment explosions in the rough Heston model (Q2292054) (← links)
- Difference Equation Theory Meets Mathematical Finance (Q3387111) (← links)
- Option pricing in the moderate deviations regime (Q4581294) (← links)
- Small-Maturity Asymptotics for the At-The-Money Implied Volatility Slope in Lévy Models (Q4682702) (← links)
