Pages that link to "Item:Q453246"

The following pages link to Small-time asymptotics for fast mean-reverting stochastic volatility models (Q453246):

Displaying 28 items.

• Large deviations for some fast stochastic volatility models by viscosity methods (Q255794) (← links)
• Maximum likelihood estimation for small noise multiscale diffusions (Q376710) (← links)
• Large deviations for multi-scale jump-diffusion processes (Q516019) (← links)
• Large-time asymptotics for an uncorrelated stochastic volatility model (Q553048) (← links)
• Statistical inference for perturbed multiscale dynamical systems (Q730344) (← links)
• Small-time asymptotics for Gaussian self-similar stochastic volatility models (Q781554) (← links)
• Large deviations and importance sampling for systems of slow-fast motion (Q1946537) (← links)
• Averaging principle and normal deviations for multiscale stochastic systems (Q2021633) (← links)
• Comparison principle for Hamilton-Jacobi-Bellman equations via a bootstrapping procedure (Q2024989) (← links)
• Small time asymptotics for SPDEs with locally monotone coefficients (Q2026586) (← links)
• A general convergence result for viscosity solutions of Hamilton-Jacobi equations and non-linear semigroups (Q2067054) (← links)
• Large deviations for interacting multiscale particle systems (Q2105066) (← links)
• Large deviations for a slow-fast system with jump-diffusion processes (Q2172928) (← links)
• Path-space moderate deviations for a Curie-Weiss model of self-organized criticality (Q2179610) (← links)
• Large deviations of Markov chains with multiple time-scales (Q2274301) (← links)
• Short Maturity Asian Options in Local Volatility Models (Q2953946) (← links)
• Viscosity methods for large deviations estimates of multiscale stochastic processes (Q4554107) (← links)
• Discrete-Time Statistical Inference for Multiscale Diffusions (Q4627436) (← links)
• SMALL-TIME ASYMPTOTICS IN GEOMETRIC ASIAN OPTIONS FOR A STOCHASTIC VOLATILITY JUMP-DIFFUSION MODEL (Q4631699) (← links)
• SHORT MATURITY ASIAN OPTIONS FOR THE CEV MODEL (Q5056615) (← links)
• Discrete-Time Inference for Slow-Fast Systems Driven by Fractional Brownian Motion (Q5157689) (← links)
• Large deviation for two-time-scale stochastic burgers equation (Q5157730) (← links)
• HIGH‐ORDER SHORT‐TIME EXPANSIONS FOR ATM OPTION PRICES OF EXPONENTIAL LÉVY MODELS (Q5739188) (← links)
• Small noise asymptotics of multi-scale McKean-Vlasov stochastic dynamical systems (Q6041820) (← links)
• MARKOVIAN STOCHASTIC VOLATILITY WITH STOCHASTIC CORRELATION — JOINT CALIBRATION AND CONSISTENCY OF SPX/VIX SHORT-MATURITY SMILES (Q6095476) (← links)
• Averaging principle for two time-scale regime-switching processes (Q6126951) (← links)
• Singular perturbations in stochastic optimal control with unbounded data (Q6138481) (← links)
• Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients (Q6175752) (← links)