David Krief

According to our database, David Krief authored at least 1 paper in 2019.

Collaborative distances:

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

2019

Long-Time Large Deviations for the Multiasset Wishart Stochastic Volatility Model and Option Pricing.

Aurélien Alfonsi, David Krief, Peter Tankov

SIAM J. Financial Math., 2019