Authors:
Anthropelos, Michail
Robertson, Scott
Spiliopoulos, Konstantinos
Citation: Anthropelos, Michail et al., The pricing of contingent claims and optimal positions in asymptotically complete markets, Annals of applied probability , 27(3), 2017, pp. 1778-1830
Authors:
Dupuis, Paul
Spiliopoulos, Konstantinos
Zhou, Xiang
Citation: Dupuis, Paul et al., Escaping from an attractor: Importance sampling and rest points I, Annals of applied probability , 25(5), 2015, pp. 2909-2958