Large Deviation Principle for Volterra Type Fractional Stochastic Volatility Models (Q4553805): Difference between revisions

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Latest revision as of 08:32, 30 July 2024

scientific article; zbMATH DE number 6969773
Language Label Description Also known as
English
Large Deviation Principle for Volterra Type Fractional Stochastic Volatility Models
scientific article; zbMATH DE number 6969773

    Statements

    Large Deviation Principle for Volterra Type Fractional Stochastic Volatility Models (English)
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    31 October 2018
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    large deviations
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    Volterra type Gaussian processes
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    fractional stochastic volatility models
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    self-similarity
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    implied volatility
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