Local Volatility, Conditioned Diffusions, and Varadhan's Formula (Q4579844): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1137/16m1092313 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2810381742 / rank | |||
Normal rank | |||
Revision as of 10:01, 30 July 2024
scientific article; zbMATH DE number 6915879
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local Volatility, Conditioned Diffusions, and Varadhan's Formula |
scientific article; zbMATH DE number 6915879 |
Statements
Local Volatility, Conditioned Diffusions, and Varadhan's Formula (English)
0 references
10 August 2018
0 references
conditional density asymptotics
0 references
local volatility
0 references
stochastic volatility
0 references
large deviations
0 references
0 references
0 references
0 references
0 references
0 references
