Preprints by WIAS Researchers in Other Preprint Series 2017
- CH. Bayer, P. Friz, A. Gulisashvili, B. Horvath, B. Stemper, Short-time near-the-money skew in rough fractional volatility models, Preprint no. arXiv:1703.05132, Cornell University Library, arXiv.org, 2017.
- P. Dvurechensky, A. Gasnikov, A. Lagunovskaya, Parallel algorithms and probability of large deviation for stochastic optimization problems, Preprint no. arXiv:1701.01830, Cornell University Library, arXiv.org, .
- B. Gess, M. Maurelli, Well-posedness by noise for scalar conservation laws, Preprint no. arXiv:1701.05393, Cornell University Library, arXiv.org, 2017.