Marginal density expansions for diffusions and stochastic volatility, part II: Applications [to the Stein--Stein model]

S. Violante, Peter K. Friz, Jean-Dominique Deuschel, Antoine Jacquier

Publication date: 29 May 2013

Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80)

This page was built for publication: Marginal density expansions for diffusions and stochastic volatility, part II: Applications [to the Stein--Stein model]