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David Krief
Publication Activity (10 Years)
Years Active: 2019-2019
Publications (10 Years): 1
Top Topics
State Dependent
Option Pricing
Large Deviations
Top Venues
SIAM J. Financial Math.
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Publications
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Aurélien Alfonsi
,
David Krief
,
Peter Tankov
Long-Time Large Deviations for the Multiasset Wishart Stochastic Volatility Model and Option Pricing.
SIAM J. Financial Math.
10 (4) (2019)