J.D. Deuschel

Identifiers

• name variant J.D. Deuschel 0.60 · backfill

Papers (1)

1. Marginal density expansions for diffusions and stochastic volatility, part II: Applications [to the Stein--Stein model] math.PR · 2013 · author #1

Mentions

• 1305.6765 #1 · backfill · confidence 0.70 J.D. Deuschel

Frequent Coauthors

• A. Jacquier 1 shared papers
• P.K. Friz 1 shared papers
• S. Violante 1 shared papers