1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.PR2026
A Self-Contained Proof of the Portmanteau Theorem
Benjamin Smith
The Portmanteau Theorem gives several equivalent characterizations of weak convergence of probability measures (equivalently, convergence in distribution of random variables). This…
q-fin.PR2019★ 1 cited
Small-time, large-time and asymptotics for the Rough Heston model
Martin Forde, Stefan Gerhold, Benjamin Smith
We characterize the behaviour of the Rough Heston model introduced by Jaisson\&Rosenbaum \cite{JR16} in the small-time, large-time and (i.e. ) limits. We show th…