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Large deviations and asymptotic methods in finance

Large deviations and asymptotic methods in finance
Paper図書
Peter K. Friz ... [et al.], editorsSpringerc2015
Other Libraries in Japan
  • Author HeadingFriz, Peter K. Gatheral, Jim Gulisashvili, Archil Jacquier, Antoine Teichmann, ...

Analytically tractable stochastic stock price models

Analytically tractable stochastic stock price models
Paper図書
Archil GulisashviliSpringer2012
Other Libraries in Japan
  • Author HeadingGulisashvili, Archil

Non-autonomous Kato classes and Feynman-Kac propagators

Non-autonomous Kato classes and Feynman-Kac propagators
Paper図書
Archil Gulisashvili, Jan A van CasterenWorld Scientificc2006
Other Libraries in Japan
  • Author HeadingGulisashvili, Archil Casteren, J. A. van

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