88 citations · 182 across the 11 of their papers we have counts for
Showing 2006Show all
2 papers · 1 filter
math.PR2006★ 3 cited
The small-time behaviour of diffusion and time-changed diffusion processes on the line
Martin Forde
This paper has been withdrawn
math.PR2006★ 6 cited
Tail asymptotics for diffusion processes, with applications to local volatility and CEV-Heston models
Martin Forde
This paper has been withdrawn