arXiv · math/0608634
Tail asymptotics for diffusion processes, with applications to local volatility and CEV-Heston models
Abstract
This paper has been withdrawn
Explore related subjects
Keep this discovery
Martin Forde. 2006-08-25. Tail asymptotics for diffusion processes, with applications to local volatility and CEV-Heston models. https://arxiv.org/abs/math/0608634
Cite the original work for its findings. Save a collection to share your selection of sources.