Research output per year
Research output per year
Research output
- 2 Article
Search results
-
2018
Small-time expansions for state-dependent local jump–diffusion models with infinite jump activity
Figueroa-López, J. E. & Luo, Y., Dec 2018, In: Stochastic Processes and their Applications. 128, 12, p. 4207-4245 39 p.Research output: Contribution to journal › Article › peer-review
Open Access1 Citation (Scopus) -
2014
Small-time expansions for local jump-diffusion models with infinite jump activity
Figueroa-López, J. E., Luo, Y. & Cheng, O., Aug 2014, In: Bernoulli. 20, 3, p. 1165-1209 45 p.Research output: Contribution to journal › Article › peer-review
Open Access2 Citations (Scopus)