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
    0 references
    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

    Identifiers