4. Mathematics
  5. Probability

Stefano de Marco

Mathematics – Probability

Scientist

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Bounds on Stock Price probability distributions in Local-Stochastic Volatility models

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Smoothness and asymptotic estimates of densities for SDEs with locally smooth coefficients and applications to square root-type diffusions

Mathematics – Probability
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Profile ID: LFWR-SCP-P-116188

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