arXiv 2014-04-17 EN On small-noise equations with degenerate limiting system arising from volatility models Conforti, Giovanni · De Marco, Stefano · Deuschel, Jean-Dominique
arXiv 2013-05-29 EN Marginal density expansions for diffusions and stochastic volatility, part II: Applications [to the Stein--Stein model] Deuschel, J. D. · Friz, P. K. · Jacquier, A. · Violante, S.
arXiv 2011-11-10 EN Marginal density expansions for diffusions and stochastic volatility, part I: Theoretical Foundations Deuschel, J. D. · Friz, P. K. · Jacquier, A. · Violante, S.
