Celebratio Mathematica

S. R. Srinivasa Varadhan

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Large deviations

Works connected to Hélyette Geman

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S. R. S. Varadhan: “Rare events, large de­vi­ations,” pp. 85–​92 in Math­em­at­ic­al fin­ance — Bacheli­er Con­gress 2000 (Par­is, June 29–Ju­ly 1, 2000). Edi­ted by H. Ge­man, D. Madan, S. R. Pliska, and T. Vorst. Spring­er Fin­ance. Spring­er (Ber­lin), 2002. MR 1960560 incollection