Asymptotics for Rough Stochastic Volatility Models (Q2962133)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotics for Rough Stochastic Volatility Models |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for Rough Stochastic Volatility Models |
scientific article |
Statements
Asymptotics for Rough Stochastic Volatility Models (English)
0 references
16 February 2017
0 references
fractional stochastic volatility
0 references
fractional Brownian motion
0 references
large deviations
0 references
implied volatility asymptotics
0 references
rough paths
0 references
0 references
0 references
0 references
0 references
