4. Mathematics
  5. Probability

Vlad Bally

Mathematics – Probability

Scientist

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LAMA

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

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Integration by parts formula and applications to equations with jumps

Mathematics – Probability
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Integration by parts formula for locally smooth laws and applications to sensitivity computations

Mathematics – Probability
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Integration by parts formula with respect to jump times for stochastic differential equations

Mathematics – Probability
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Lower bounds for the density of locally elliptic Itô processes

Mathematics – Probability
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