中文

Tail asymptotics for diffusion processes, with applications to local volatility and CEV-Heston models

概率论 2011-05-26 v7

摘要

This paper has been withdrawn

关键词

引用

@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}
}

备注

This paper has been withdrawn