Albeverio, Sergio; Cordoni, Francesco; Di Persio, Luca; Pellegrini, Gregorio Asymptotic expansion for some local volatility models arising in finance. (English) Zbl 1432.91107 Decis. Econ. Finance 42, No. 2, 527-573 (2019). MSC: 91G15 41A60 91G60 65C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Albeverio, Sergio; Steblovskaya, Victoria Asymptotics of Gaussian integrals in infinite dimensions. (English) Zbl 1488.60169 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 22, No. 1, Article ID 1950004, 28 p. (2019). MSC: 60H30 60B11 × Cite Format Result Cite Review PDF Full Text: DOI
Albeverio, S.; Mazzucchi, S. A unified approach to infinite-dimensional integration. (English) Zbl 1339.28018 Rev. Math. Phys. 28, No. 2, Article ID 1650005, 43 p. (2016). MSC: 28C20 28C05 46G12 × Cite Format Result Cite Review PDF Full Text: DOI
Albeverio, Sergio; Smii, Boubaker Asymptotic expansions for SDE’s with small multiplicative noise. (English) Zbl 1322.60082 Stochastic Processes Appl. 125, No. 3, 1009-1031 (2015). MSC: 60H10 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv