Large Deviation Principle for Volterra Type Fractional Stochastic Volatility Models (Q4553805)
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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 |
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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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