ON THE ASYMPTOTICS OF FAST MEAN-REVERSION STOCHASTIC VOLATILITY MODELS (Q3502980): Difference between revisions

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Latest revision as of 10:12, 30 July 2024

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ON THE ASYMPTOTICS OF FAST MEAN-REVERSION STOCHASTIC VOLATILITY MODELS
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    ON THE ASYMPTOTICS OF FAST MEAN-REVERSION STOCHASTIC VOLATILITY MODELS (English)
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    20 May 2008
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    stochastic volatility models
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    asymptotics
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    vol-vol
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