Tail asymptotics for diffusion processes, with applications to local volatility and CEV-Heston models
Probability
2011-05-26 v7
Abstract
This paper has been withdrawn
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Cite
@article{arxiv.math/0608634,
title = {Tail asymptotics for diffusion processes, with applications to local volatility and CEV-Heston models},
author = {Martin Forde},
journal= {arXiv preprint arXiv:math/0608634},
year = {2011}
}
Comments
This paper has been withdrawn