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Asymptotic behavior of the transition density for jump type processes in small time
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Asymptotic behavior of the transition density for jump type processes in small time (1994)Asymptotic behavior of the transition den…Stochastic Differential Equations and Diffusion Processes (1983)Stochastic Differential Equat…Calcul des variations stochastique et processus de sauts (1983)Calcul des variations stochas…Calcul Stochastique et Problèmes de Martingales (1979)Stochastic Differential Equations and Diffusion Processes (1981)Differential Calculus and Integration by Parts on Poisson Space (1990)Malliavin Monte Carlo Greeks for jump diffusions (2005)Malliavin calculus on the Wiener–Poisson space and its application to canonical SDE with jumps (2006)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Backward Stochastic Differential Equations in Finance (1997)Controlled Markov Processes and Viscosity Solutions (2005)
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References

  • 1983Stochastic Differential Equations and Diffusion Processes3,836 cited
  • 1983Calcul des variations stochastique et processus de sauts138 cited

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