R. Sircar’s work partially supported by NSF grant DMS-0807440, and S. Sturm’s work partially supported by NSF grant DMS-0739195. S. Sturm completed this work while Postdoctoral Research Associate at Princeton University.
FROM SMILE ASYMPTOTICS TO MARKET RISK MEASURES
Article first published online: 2 NOV 2012
© 2012 Wiley Periodicals, Inc.
How to Cite
Sircar, R. and Sturm, S. (2012), FROM SMILE ASYMPTOTICS TO MARKET RISK MEASURES. Mathematical Finance. doi: 10.1111/mafi.12015
- Article first published online: 2 NOV 2012
- Manuscript received July 2011; final revision received July 2012.
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