MOST-LIKELY-PATH IN ASIAN OPTION PRICING UNDER LOCAL VOLATILITY MODELS
ARGUIN, L
LIU, N
WANG, T
International Journal of Theoretical and Applied Finance
volume 21
issue 05
1850029
(29 Aug 2018)
Large deviation estimates of Selberg’s central limit theorem and applications
Arguin, L
Bailey, E
International Mathematics Research Notices
volume 2023
issue 23
20574-20612
(27 Jul 2023)
An ergodic theorem for the frontier of branching Brownian motion
Arguin, L
Bovier, A
Kistler, N
Electronic Journal of Probability
volume 18
issue none
(01 Jan 2013)
Poisson–Dirichlet statistics for the extremes of a log-correlated Gaussian field
Arguin, L
Zindy, O
The Annals of Applied Probability
volume 24
issue 4
1446-1481
(01 Aug 2014)
Microcanonical Analysis of the Random Energy Model in a Random Magnetic Field
Arguin, L
Kistler, N
Journal of Statistical Physics
volume 157
issue 1
1-16
(30 Oct 2014)
Large deviations and continuity estimates for the derivative of a random model of log | ζ | on the critical line
Arguin, L
Ouimet, F
Journal of Mathematical Analysis and Applications
volume 472
issue 1
687-695
(Apr 2019)
Is the Riemann Zeta Function in a Short Interval a 1-RSB Spin Glass?
Arguin, L
Tai, W
Sojourns in Probability Theory and Statistical Physics - I
volume 298
63-88
(18 Oct 2019)
The Free Energy of the GREM with Random Magnetic Field
Arguin, L
Persechino, R
Statistical Mechanics of Classical and Disordered Systems
volume 293
37-61
(16 Sep 2019)