Large deviation principles for stochastic volatility models with reflection (Q6111035): Difference between revisions

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Latest revision as of 14:59, 1 August 2024

scientific article; zbMATH DE number 7708059
Language Label Description Also known as
English
Large deviation principles for stochastic volatility models with reflection
scientific article; zbMATH DE number 7708059

    Statements

    Large deviation principles for stochastic volatility models with reflection (English)
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    6 July 2023
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    stochastic volatility models with reflection
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    reflecting diffusions
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    large deviation principles
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    binary barrier options
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    call pricing functions
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