Large deviations for some fast stochastic volatility models by viscosity methods (Q255794): Difference between revisions

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Property / DOI: 10.3934/dcds.2015.35.3965 / rank
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Property / OpenAlex ID: W2950209415 / rank
 
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Property / arXiv ID: 1405.3206 / rank
 
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Latest revision as of 12:41, 9 December 2024

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Large deviations for some fast stochastic volatility models by viscosity methods
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    Large deviations for some fast stochastic volatility models by viscosity methods (English)
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    9 March 2016
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    singular perturbations
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    viscosity solutions
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    stochastic volatility
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    large deviations
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