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20042026
most citedVanishing Viscosity Limits and Boundary Layers for Circularly Symmetric 2D Flows

66 citations · 171 across the 35 of their papers we have counts for

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Showing 2009Show all

2 papers · 1 filter

math.AP2009★ 10 cited

Approximate Solutions to Second Order Parabolic Equations I: analytic estimates

Radu Constantinescu, Nick Costanzino, Anna L Mazzucato +1

We establish a new type of local asymptotic formula for the Green's function of a uniformly parabolic linear operator with non-constant coeff…

q-fin.PR2009★ 1 cited

Closed form asymptotics for local volatility models

Wen Cheng, Nick Costanzino, John Liechty +2

We obtain new closed-form pricing formulas for contingent claims when the asset follows a Dupire-type local volatility model. To obtain the formulas we use the Dyson-Taylor commuta…