The following pages link to Rohini Kumar (Q453245):
Displaying 10 items.
- Small-time asymptotics for fast mean-reverting stochastic volatility models (Q453246) (← links)
- Large-time option pricing using the Donsker-Varadhan LDP-correlated stochastic volatility with stochastic interest rates and jumps (Q511485) (← links)
- Large deviations for multi-scale jump-diffusion processes (Q516019) (← links)
- Current fluctuations for independent random walks in multiple dimensions (Q662872) (← links)
- Corrigendum to: ``Large deviations for multi-scale jump-diffusion processes'' (Q1630671) (← links)
- Large deviations for the boundary local time of doubly reflected Brownian motion (Q2339560) (← links)
- TASEP with Discontinuous Jump Rates (Q2865823) (← links)
- Space-Time Current Process for Independent Random Walks in One Dimension (Q3623887) (← links)
- Asymptotic Approximation of Optimal Portfolio for Small Time Horizons (Q4579841) (← links)
- Effect of Volatility Clustering on Indifference Pricing of Options by Convex Risk Measures (Q4682472) (← links)
