Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

Step 1 of 3. This form allows you to add a new citation to our database.

Our data says that the document:

Archil, Gulisashvili ; Josef, Teichmann. (2014) The G\{a}rtner-Ellis theorem, homogenization, and affine processes.
In: Papers. RePEc:arx:papers:1406.3716.

Full description at Econpapers

cites:

M. Forde and R. Kumar, Large-time option pricing for a general stochastic volatility model with a stochastic interest rate, using the Donsker-Varadhan LDP, pre-print, 2013.

but, as far as we know, such cited document is not available on RePEc.

If you know this information is not correct, you may help us to improve our service giving us the handle of the cited document in the box below. In this way, we could add the citation to CitEc.

   

Handle for cited document:

Note that if you are the author of a cited document which it is not available on RePEc, you can submit a copy to the Munich Personal RePEc Archive (MPRA). Upload a paper now.