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Archil Gulisashvili
Publication Activity (10 Years)
Years Active: 2010-2018
Publications (10 Years): 2
Top Topics
Marginal Distributions
Financial Markets
Stock Price
Stochastic Models
Top Venues
SIAM J. Financial Math.
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Publications
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Archil Gulisashvili
Large Deviation Principle for Volterra Type Fractional Stochastic Volatility Models.
SIAM J. Financial Math.
9 (3) (2018)
Archil Gulisashvili
,
Josep Vives
Asymptotic Analysis of Stock Price Densities and Implied Volatilities in Mixed Stochastic Models.
SIAM J. Financial Math.
6 (1) (2015)
Archil Gulisashvili
Asymptotic Formulas with Error Estimates for Call Pricing Functions and the Implied Volatility at Extreme Strikes.
SIAM J. Financial Math.
1 (1) (2010)