Dan Pirjol

According to our database, Dan Pirjol authored at least 8 papers between 2013 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

Asymptotics for the Laplace transform of the time integral of the geometric Brownian motion.

Dan Pirjol, Lingjiong Zhu

Oper. Res. Lett., May, 2023

2022

On the distribution of the time-integral of the geometric Brownian motion.

Péter Nándori, Dan Pirjol

J. Comput. Appl. Math., 2022

2020

Asymptotic expansion for the Hartman-Watson distribution.

Dan Pirjol

CoRR, 2020

2018

Explosion in the quasi-Gaussian HJM model.

Dan Pirjol, Lingjiong Zhu

Finance Stochastics, 2018

2017

Small-noise limit of the quasi-Gaussian log-normal HJM model.

Dan Pirjol, Lingjiong Zhu

Oper. Res. Lett., 2017

2016

Short Maturity Asian Options in Local Volatility Models.

Dan Pirjol, Lingjiong Zhu

SIAM J. Financial Math., 2016

2014

Addendum: The logistic-normal integral and its generalizations.

Dan Pirjol

J. Comput. Appl. Math., 2014

2013

The logistic-normal integral and its generalizations.

Dan Pirjol

J. Comput. Appl. Math., 2013