John Liechty
Identifiers
- name variant John Liechty 0.60 · backfill
Papers (1)
- Closed form asymptotics for local volatility models q-fin.PR · 2009 · author #3
Mentions
- 0910.2309 #3 · backfill · confidence 0.70 John Liechty
Frequent Coauthors
- Anna Mazzucato 1 shared papers
- Nick Costanzino 1 shared papers
- Victor Nistor 1 shared papers
- Wen Cheng 1 shared papers