Large Deviations and Asymptotic Methods in Finance

By Peter K. Friz, Jim Gatheral, Archil Gulisashvili, Antoine Jacquier, Josef Teichmann. 2015

58 citations recorded by the source corpus.

Subfields: Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/34af05b61cfeec62037c5fb50b31a9baadbbcf34