Asymptotic behavior of the distribution of the stock price in models with stochastic volatility: the Hull-White model
type: Item
instance of: scholarly article
title: Asymptotic behavior of the distribution of the stock price in models with stochastic volatility: the Hull-White model
zbMATH Open document ID: 1134.91021
author: Archil Gulisashvili
author: Elias M. Stein
published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris
publication date: 2006-12-14T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 91B70
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 5080201
MaRDI profile type: Publication
full work available at URL: j.crma.2006.09.029
OpenAlex ID: W2074770405
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DOI: 10.1016/J.CRMA.2006.09.029
description: scientific article; zbMATH DE number 5080201