Arpad Pinter

Identifiers

• name variant Arpad Pinter 0.60 · backfill

Papers (3)

1. Moment Explosions in the Rough Heston Model q-fin.MF · 2018 · author #3
2. Option Pricing in the Moderate Deviations Regime q-fin.PR · 2016 · author #3
3. Small-maturity asymptotics for the at-the-money implied volatility slope in L\'evy models q-fin.PR · 2013 · author #3

Mentions

• 1310.3061 #3 · backfill · confidence 0.70 Arpad Pinter

Frequent Coauthors

• Stefan Gerhold 3 shared papers
• Christoph Gerstenecker 1 shared papers
• I. Cetin G\"ul\"um 1 shared papers
• Peter Friz 1 shared papers