Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility (Q433133): Difference between revisions

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Latest revision as of 10:50, 5 July 2024

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Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility
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    Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility (English)
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    13 July 2012
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    option pricing
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    mean reversion
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    multiscale asymptotic
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    stochastic volatility
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