6 results
Pathwise large deviations for the rough Bergomi model: Corrigendum
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- Journal:
- Journal of Applied Probability / Volume 58 / Issue 3 / September 2021
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- 16 September 2021, pp. 849-850
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- September 2021
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Pathwise large deviations for the rough Bergomi model
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- Journal:
- Journal of Applied Probability / Volume 55 / Issue 4 / December 2018
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- 16 January 2019, pp. 1078-1092
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- December 2018
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Sticky Continuous Processes have Consistent Price Systems
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- Journal:
- Journal of Applied Probability / Volume 52 / Issue 2 / June 2015
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- 30 January 2018, pp. 586-594
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- June 2015
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‘ON THE POSITIVITY OF RIEMANN–STIELTJES INTEGRALS’
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- Journal:
- Bulletin of the Australian Mathematical Society / Volume 89 / Issue 3 / June 2014
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- 06 September 2013, p. 524
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- June 2014
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ON THE POSITIVITY OF RIEMANN–STIELTJES INTEGRALS
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- Bulletin of the Australian Mathematical Society / Volume 87 / Issue 3 / June 2013
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- 02 August 2012, pp. 400-405
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- June 2013
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Stochastic Integrals and Conditional Full Support
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- Journal of Applied Probability / Volume 47 / Issue 3 / September 2010
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- 14 July 2016, pp. 650-667
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- September 2010
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