Large Deviations and Asymptotic Methods in Finance, Springer Proceedings in Mathematics and Statistics Series

AuthorJ. Teichmann, P. Friz, J. Gatheral, A. Gulisashvili, A. Jacquier
JournalSpringer Interanational Publishing AG (Switzerland).
Date1 jan. 2015
CatégorieAcademic Publications
Volumevol. 110