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Pathwise large deviations for the rough Bergomi model: Corrigendum
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- Journal:
- Journal of Applied Probability / Volume 58 / Issue 3 / September 2021
- Published online by Cambridge University Press:
- 16 September 2021, pp. 849-850
- Print publication:
- September 2021
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The Hartman-Watson Distribution Revisited: Asymptotics for Pricing Asian Options
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- Journal:
- Journal of Applied Probability / Volume 48 / Issue 3 / September 2011
- Published online by Cambridge University Press:
- 14 July 2016, pp. 892-899
- Print publication:
- September 2011
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