Stop the war!

Остановите войну!

for scientists:

default search action

combined dblp search
author search
venue search
publication search

ask others

"Asymptotic Analysis of Stock Price Densities and Implied Volatilities in ..."

Archil Gulisashvili, Josep Vives (2015)

> Home

Details and statistics

DOI: 10.1137/140962255

access: closed

type: Journal Article

metadata version: 2023-03-21

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamfm/GulisashviliV15
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamfm/GulisashviliV15
Archil Gulisashvili, Josep Vives:
Asymptotic Analysis of Stock Price Densities and Implied Volatilities in Mixed Stochastic Models. SIAM J. Financial Math. 6(1): 158-188 (2015)

a service of

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.