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dc.contributor | Universitat de Barcelona |
---|---|
dc.contributor.author | Gulisashvili, Archil |
dc.contributor.author | Vives i Santa Eulàlia, Josep, 1963- |
dc.date | 2015-04-17T09:09:46Z |
dc.date | 2015-04-17T09:09:46Z |
dc.date | 2015-03-18 |
dc.date | 2015-04-17T09:09:46Z |
dc.identifier.citation | 1945-497X |
dc.identifier.citation | 650511 |
dc.identifier.uri | http://hdl.handle.net/2445/65106 |
dc.format | 31 p. |
dc.format | application/pdf |
dc.language.iso | eng |
dc.publisher | Society for Industrial and Applied Mathematics |
dc.relation | Reproducció del document publicat a: http://dx.doi.org/10.1137/140962255 |
dc.relation | Siam Journal On Financial Mathematics, 2015, vol. 6, p. 158-188 |
dc.relation | http://dx.doi.org/10.1137/140962255 |
dc.rights | (c) Society for Industrial and Applied Mathematics., 2015 |
dc.rights | info:eu-repo/semantics/openAccess |
dc.subject | Matemàtica financera |
dc.subject | Economia matemàtica |
dc.subject | Business mathematics |
dc.subject | Mathematical economics |
dc.title | Asymptotic analysis of stock price densities and implied volatilities in mixed stochastic models |
dc.type | info:eu-repo/semantics/article |
dc.type | info:eu-repo/semantics/publishedVersion |
dc.description.abstract |