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Gerhold, Stefan
 
 

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Subject:  large deviations

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PreviewAuthor(s)TitleTypeIssue Date
1Gerhold-2023-Electronic Communications in Probability-vor.pdf.jpgGerhold, Stefan Small ball probabilities and large deviations for grey Brownian motionArticle Artikel 2023

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Subject:  large deviations

Results 1-4 of 4 (Search time: 0.005 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Sipovac Milena - 2023 - Asymptotics for Volatility Derivatives in Multi-Factor...pdf.jpgŠipovac, Milena Asymptotics for volatility derivatives in multi-factor rough volatility modelsThesis Hochschulschrift 2023
2Gerstenecker Christoph - 2022 - Large deviations and stochastic Volterra...pdf.jpgGerstenecker, Christoph Large deviations and stochastic volterra equationsThesis Hochschulschrift 2022
3Kausel Alexandra - 2020 - Utility indifference pricing in semi-complete markets...pdf.jpgKausel, Alexandra Utility indifference pricing in semi-complete markets: large deviations effectsThesis Hochschulschrift 2020
4Bernkopf Maximilian - 2016 - Analysis of the alpha-hypergeometric stochastic...pdf.jpgBernkopf, Maximilian Analysis of the alpha-hypergeometric stochastic volatility modelThesis Hochschulschrift 2016