Journal of Applied Probability

View Statistics Email Alert RSS Feed

Journal description

Title Titel
Journal of Applied Probability
 
e-ISSN
1475-6072
 
ISSN
0021-9002
 
Publisher Herausgeber
CAMBRIDGE UNIV PRESS
 

Publications Publikationen

Filter:
Author:  Gerhold, Stefan

Results 1-2 of 2 (Search time: 0.002 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Gerhold, Stefan ; Jacquier, Antoine ; Pakkanen, Mikko ; Stone, Henry ; Wagenhofer, Thomas Pathwise large deviations for the rough Bergomi model: CorrigendumArtikel Article2021
2Gerhold, Stefan The Hartman-Watson distribution revisited: asymptotics for pricing Asian optionsArtikel Article2011