4. Mathematics
  5. Classical Analysis and ODEs

Elias M. Stein

Mathematics – Classical Analysis and ODEs

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Asymptotic Behavior of the Stock Price Distribution Density and Implied Volatility in Stochastic Volatility Models

Economy – Quantitative Finance – Pricing of Securities
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Discrete analogues in harmonic analysis: Spherical averages

Mathematics – Classical Analysis and ODEs
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Multi-parameter singular Radon transforms

Mathematics – Classical Analysis and ODEs
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Multi-parameter singular Radon transforms II: the L^p theory

Mathematics – Classical Analysis and ODEs
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Multi-parameter singular Radon transforms III: real analytic surfaces

Mathematics – Classical Analysis and ODEs
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