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Convergence to Black-Scholes for ergodic volatility models
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- Journal:
- European Journal of Applied Mathematics / Volume 16 / Issue 3 / June 2005
- Published online by Cambridge University Press:
- 07 September 2005, pp. 385-409
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Fundamental solutions for the anisotropic neutron transport equation†
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- Journal:
- Proceedings of the Royal Society of Edinburgh. Section A: Mathematics / Volume 81 / Issue 3-4 / 1978
- Published online by Cambridge University Press:
- 14 November 2011, pp. 325-350
- Print publication:
- 1978
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