The following pages link to (Q5454096):
Displaying 3 items.
- Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility (Q261928) (← links)
- Asymptotics of supremum distribution of a Gaussian process over a Weibullian time (Q637097) (← links)
- On the first-passage times of certain Gaussian processes, and related asymptotics (Q5155322) (← links)
