The following pages link to S. Violante (Q5746481):
Displaying 3 items.
- Marginal Density Expansions for Diffusions and Stochastic Volatility I: Theoretical Foundations (Q5746482) (← links)
- Marginal Density Expansions for Diffusions and Stochastic Volatility II: Applications (Q5746487) (← links)
- Marginal density expansions for diffusions and stochastic volatility, part II: Applications [to the Stein--Stein model] (Q6242267) (← links)
