3 results
Uniform approximation of the Cox-Ingersoll-Ross process
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- Journal:
- Advances in Applied Probability / Volume 47 / Issue 4 / December 2015
- Published online by Cambridge University Press:
- 21 March 2016, pp. 1132-1156
- Print publication:
- December 2015
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Limit Theorems for a Cox-Ingersoll-Ross Process with Hawkes Jumps
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- Journal:
- Journal of Applied Probability / Volume 51 / Issue 3 / September 2014
- Published online by Cambridge University Press:
- 30 January 2018, pp. 699-712
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- September 2014
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Malliavin differentiability of the Heston volatility and applications to option pricing
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- Journal:
- Advances in Applied Probability / Volume 40 / Issue 1 / March 2008
- Published online by Cambridge University Press:
- 01 July 2016, pp. 144-162
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- March 2008
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