Browsing by Author Gulisashvili, Archil
Showing results 1 to 2 of 2
| Issue Date | Title | Author(s) |
|---|---|---|
| 18-Mar-2015 | Asymptotic analysis of stock price densities and implied volatilities in mixed stochastic models | Gulisashvili, Archil; Vives i Santa Eulàlia, Josep, 1963- |
| 19-Jan-2021 | High-order approximations to call option prices in the Heston model | Gulisashvili, Archil; Lagunas-Merino, Marc; Merino, Raúl; Vives i Santa Eulàlia, Josep, 1963- |