103 citations · 478 across the 40 of their papers we have counts for
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math.PR2017
Is the Riemann zeta function in a short interval a 1-RSB spin glass ?
Louis-Pierre Arguin, Warren Tai
Fyodorov, Hiary & Keating established an intriguing connection between the maxima of log-correlated processes and the ones of the Riemann zeta function on a short interval of the c…
q-fin.CP2017
Most-likely-path in Asian option pricing under local volatility models
Louis-Pierre Arguin, Nien-Lin Liu, Tai-Ho Wang
This article addresses the problem of approximating the price of options on discrete and continuous arithmetic average of the underlying, i.e. discretely and continuously monitored…