Large deviations for some fast stochastic volatility models by viscosity methods (Q255794)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for some fast stochastic volatility models by viscosity methods |
scientific article |
Statements
Large deviations for some fast stochastic volatility models by viscosity methods (English)
0 references
9 March 2016
0 references
