arXiv:math/0608634 [math.PR]AbstractReferencesReviewsResources Tail asymptotics for diffusion processes, with applications to local volatility and CEV-Heston models Martin Forde Published 2006-08-25, updated 2011-05-25Version 7 This paper has been withdrawn Comments: This paper has been withdrawn Categories: math.PR Keywords: diffusion processes, tail asymptotics, local volatility Related articles: Most relevant | Search more arXiv:0708.1965 [math.PR] (Published 2007-08-14, updated 2008-05-15) Tail Asymptotics and Estimation for Elliptical Distributions Enkelejd Hashorva arXiv:0906.4651 [math.PR] (Published 2009-06-25, updated 2010-02-11) Excursions of diffusion processes and continued fractions Alain Comtet, Yves Tourigny arXiv:2102.11465 [math.PR] (Published 2021-02-23) On diffusion processes with drift in $L_{d+1}$ N. V. Krylov Links Abstract on arXiv.org View preprint PDF Download TeX source Export citation in BibTeX Save eprint metadata as JSON Toolbox Post your review for this article Attach supplementary resources Edit our extended metadata Share this article on social media FacebookGoogle+LinkedInRedditTwitterVK Scan the QR code for this page
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