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Elias M. Stein · Study
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Elias M. Stein
3 works
· latest 2010
· 1 institutions
cluster: provisional
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1,601
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91
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Most cited in this library
Stock Price Distributions with Stochastic Volatility: An Analytic Approach
1991 · 1,507 citations
Asymptotic Behavior of the Stock Price Distribution Density and Implied Volatility in Stochastic Volatility Models
2009 · 67 citations
ASYMPTOTIC BEHAVIOR OF DISTRIBUTION DENSITIES IN MODELS WITH STOCHASTIC VOLATILITY. I
2010 · 27 citations
Works
3 shown
ASYMPTOTIC BEHAVIOR OF DISTRIBUTION DENSITIES IN MODELS WITH STOCHASTIC VOLATILITY. I
Mathematical Finance
·
2010
·
2 authors
27
citations
Asymptotic Behavior of the Stock Price Distribution Density and Implied Volatility in Stochastic Volatility Models
Applied Mathematics & Optimization
·
2009
·
2 authors
67
citations
Stock Price Distributions with Stochastic Volatility: An Analytic Approach
Review of Financial Studies
·
1991
·
2 authors
1,507
citations