European University Institute Library
Kohatsu, Arturo
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Kohatsu, Arturo
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Kohatsu, Arturo
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2
Additional utility of insiders with imperfect dynamical information
Local volatility changes in the black-scholes model
Creator of
6
Asymptotic behaviour of the density in a parabolic SPDE
Weak approximations, a Malliavin Calculus approach
Malliavin calculus in finance
On moments and tail behaviors of storage processes
Variance reduction methods for simulation of densities on wiener space
A BPE model for the burgers' equation
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