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researcher

Archil Gulisashvili

26 papers hereh-index 171.1k citations68 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author8
  • first author13
  • middle author4
  • last author1

Across the 26 of 26 papers where every author was matched, so the position is known.

fields
  • q-fin.PR9
  • math.PR7
  • q-fin.MF6
  • q-fin.GN2
  • math.GN1
  • q-fin.CP1

identity via Semantic Scholar / OpenAlex

activity
20092022
most citedThe Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory

55 citations · 103 across the 22 of their papers we have counts for

collaborators
Showing q-fin.CPShow all

1 paper · 1 filter

q-fin.CP2019

Higher order approximation of call option prices under stochastic volatility models

Archil Gulisashvili, Raúl Merino, Marc Lagunas +1

In the present paper, a decomposition formula for the call price due to Alòs is transformed into a Taylor type formula containing an infinite series with stochastic terms. The new…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.