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Archil Gulisashvili

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Journal Articles

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2018
[j4]
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Archil Gulisashvili:
Large Deviation Principle for Volterra Type Fractional Stochastic Volatility Models. SIAM J. Financial Math. 9(3): 1102-1136 (2018)
2015
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Archil Gulisashvili, Josep Vives:
Asymptotic Analysis of Stock Price Densities and Implied Volatilities in Mixed Stochastic Models. SIAM J. Financial Math. 6(1): 158-188 (2015)
2010
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Archil Gulisashvili:
Asymptotic Formulas with Error Estimates for Call Pricing Functions and the Implied Volatility at Extreme Strikes. SIAM J. Financial Math. 1(1): 609-641 (2010)
1995
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Roberto Merletti, Archil Gulisashvili, Loredana Lo Conte:
Estimation of shape characteristics of surface muscle signal spectra from time domain data. IEEE Trans. Biomed. Eng. 42(8): 769-776 (1995)

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