Large Deviations and Asymptotic Methods in FinancePeter K. Friz, Jim Gatheral, Archil Gulisashvili, Antoine Jacquier, Josef Teichmann · First published 2015Open the Tome
Analytically Tractable Stochastic Stock Price ModelsArchil Gulisashvili · First published 2012Open the Tome
Non-autonomous Kato classes and Feynman-Kac propagatorsArchil Gulisashvili · First published 2006Open the Tome