John Armstrong

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

◀ ▶ joint publications with Martin Forde

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Publications

2017
[j4]
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John Armstrong, Martin Forde, Matthew Lorig, Hongzhong Zhang:
Small-Time Asymptotics under Local-Stochastic Volatility with a Jump-to-Default: Curvature and the Heat Kernel Expansion. SIAM J. Financial Math. 8(1): 82-113 (2017)

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