E-LIB Suche - Ergebnisse für: Pirjol, Dan

1

Asymptotics for short maturity Asian options in jump-diffus..:

Pirjol, Dan ; Zhu, Lingjiong
Quantitative Finance. , 2024

Link: https://doi.org/10.1080/..

2

In Memory of Peter Carr (1958–2022):

Campolieti, Giuseppe ; Fahim, Arash ; Pirjol, Dan...
Risks. 12 (2024) 2 - p. 39 , 2024

Link: https://doi.org/10.3390/..

3

Asymptotics for the Laplace transform of the time integral ..:

Pirjol, Dan ; Zhu, Lingjiong
Operations Research Letters. 51 (2023) 3 - p. 346-352 , 2023

Link: https://doi.org/10.1016/..

4

From chaos to cosmology: insights gained from 1D gravity:

Miller, Bruce ; Manfredi, Giovanni ; Pirjol, Dan.
Classical and Quantum Gravity. 40 (2023) 7 - p. 073001 , 2023

Link: https://doi.org/10.1088/..

5

W-shaped implied volatility curves and the Gaussian mixture..:

Glasserman, Paul ; Pirjol, Dan
Quantitative Finance. 23 (2023) 4 - p. 557-577 , 2023

Link: https://doi.org/10.1080/..

6

Stochastic Exponential Growth and Lattice Gases: Statistica..

SpringerBriefs in Applied Sciences and Technology

Pirjol, Dan - 1st ed. 2022 . , 2022

Link: https://doi.org/10.1007/..

7

Asymptotic Growth Rates for Exponential Stochastic Growth P..:

, In: Stochastic Exponential Growth and Lattice Gases; SpringerBriefs in Applied Sciences and Technology,

Pirjol, Dan - p. 97-114 , 2022

Link: https://doi.org/10.1007/..

8

Lattice Gas Analogy:

, In: Stochastic Exponential Growth and Lattice Gases; SpringerBriefs in Applied Sciences and Technology,

Pirjol, Dan - p. 39-47 , 2022

Link: https://doi.org/10.1007/..

9

Stochastic Growth Processes with Exponential Growth Rates:

, In: Stochastic Exponential Growth and Lattice Gases; SpringerBriefs in Applied Sciences and Technology,

Pirjol, Dan - p. 19-37 , 2022

Link: https://doi.org/10.1007/..

10

One-Dimensional Lattice Gas with Exponential Attractive Pot..:

, In: Stochastic Exponential Growth and Lattice Gases; SpringerBriefs in Applied Sciences and Technology,

Pirjol, Dan - p. 77-95 , 2022

Link: https://doi.org/10.1007/..

11

On the distribution of the time-integral of the geometric B..:

Nándori, Péter ; Pirjol, Dan
Journal of Computational and Applied Mathematics. 402 (2022) - p. 113818 , 2022

Link: https://doi.org/10.1016/..

12

One-Dimensional Lattice Gases with Linear Interaction:

, In: Stochastic Exponential Growth and Lattice Gases; SpringerBriefs in Applied Sciences and Technology,

Pirjol, Dan - p. 49-76 , 2022

Link: https://doi.org/10.1007/..

13

Applications:

, In: Stochastic Exponential Growth and Lattice Gases; SpringerBriefs in Applied Sciences and Technology,

Pirjol, Dan - p. 115-132 , 2022

Link: https://doi.org/10.1007/..

14

Introduction to Stochastic Exponential Growth:

, In: Stochastic Exponential Growth and Lattice Gases; SpringerBriefs in Applied Sciences and Technology,

Pirjol, Dan - p. 1-17 , 2022

Link: https://doi.org/10.1007/..

15

Proof of non-convergence of the short-maturity expansion fo..:

Lewis, Alan L. ; Pirjol, Dan
Quantitative Finance. 22 (2022) 9 - p. 1747-1757 , 2022

Link: https://doi.org/10.1080/..