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20092024
most citedOn some Brownian functionals and their applications to moments in lognormal and Stein stochastic volatility models

3 citations · 3 across the 3 of their papers we have counts for

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math.PR2024

On small deviations of Gaussian multiplicative chaos with a strictly logarithmic covariance on Euclidean ball

Anna Talarczyk, Maciej Wiśniewolski

Recognizing the regime of positive definiteness for a strictly logarithmic covariance kernel, we prove that the small deviations of a related Gaussian multiplicative chaos (GMC) $M…