Economy – Quantitative Finance – Pricing of Securities
Scientist
Economy
Quantitative Finance
Pricing of Securities
Scientist
Large deviation estimates of the crossing probability for pinned Gaussian processes
Positivity and lower bounds for the density of Wiener functionals
Power Series Representations for European Option Prices under Stochastic Volatility Models
Riesz transform and integration by parts formulas for random variables
Tubes estimates for diffusion processes under a local Hörmander condition of order one
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