Small-time asymptotics for Gaussian self-similar stochastic volatility models (Q781554)

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Small-time asymptotics for Gaussian self-similar stochastic volatility models
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    Small-time asymptotics for Gaussian self-similar stochastic volatility models (English)
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    17 July 2020
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    stochastic volatility models
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    Gaussian self-similar volatility
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    implied volatility
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    small-time asymptotics
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    Karhunen-Loève expansions
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