Second order multiscale stochastic volatility asymptotics: stochastic terminal layer analysis and calibration (Q309158)
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: Second order multiscale stochastic volatility asymptotics: stochastic terminal layer analysis and calibration |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second order multiscale stochastic volatility asymptotics: stochastic terminal layer analysis and calibration |
scientific article |
Statements
Second order multiscale stochastic volatility asymptotics: stochastic terminal layer analysis and calibration (English)
0 references
7 September 2016
0 references
