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Full name Familienname, Vorname
Gulisashvili, Archil
 

Own Publications Eigene Publikationen


Results 1-2 of 2 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Gerhold, Stefan ; Gerstenecker, Christoph ; Gulisashvili, Archil Large deviations for fractional volatility models with non-Gaussian volatility driverArtikel Article 2021
2Friz, Peter ; Gerhold, Stefan ; Gulisashvili, Archil ; Sturm, Stephan On refined volatility smile expansion in the Heston modelArtikel Article2011

Contributing Publications Mitbeteiligte Publikationen


Results 1-1 of 1 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Friz, Peter ; Gerhold, Stefan Extrapolation Analytics for Dupire’s Local VolatilityBuchbeitrag Book Contribution2015