ON THE ASYMPTOTICS OF FAST MEAN-REVERSION STOCHASTIC VOLATILITY MODELS (Q3502980)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE ASYMPTOTICS OF FAST MEAN-REVERSION STOCHASTIC VOLATILITY MODELS |
scientific article |
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ON THE ASYMPTOTICS OF FAST MEAN-REVERSION STOCHASTIC VOLATILITY MODELS (English)
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20 May 2008
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stochastic volatility models
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asymptotics
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vol-vol
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