H\"older regularity and series representation of a class of stochastic volatility models (Q6234860)

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scientific article; zbMATH DE number 900145339
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H\"older regularity and series representation of a class of stochastic volatility models
scientific article; zbMATH DE number 900145339

    Statements

    publication date
    6 August 2012
    0 references
    arXiv classification
    math.PR
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    author
    Antoine Ayache
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    Qidi Peng
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    Identifiers

    arXiv ID
    1208.1100
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