S. Violante

Identifiers

• name variant S. Violante 0.60 · backfill

Papers (2)

1. Marginal density expansions for diffusions and stochastic volatility, part II: Applications [to the Stein--Stein model] math.PR · 2013 · author #4
2. Marginal density expansions for diffusions and stochastic volatility, part I: Theoretical Foundations math.PR · 2011 · author #4

Mentions

• 1305.6765 #4 · backfill · confidence 0.70 S. Violante
• 1111.2462 #4 · backfill · confidence 0.70 S. Violante

Frequent Coauthors

• A. Jacquier 2 shared papers
• J. D. Deuschel 1 shared papers
• J.D. Deuschel 1 shared papers
• P. K. Friz 1 shared papers
• P.K. Friz 1 shared papers