Large deviations for some fast stochastic volatility models by viscosity methods (Q255794)
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scientific article; zbMATH DE number 6552646
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| English | Large deviations for some fast stochastic volatility models by viscosity methods |
scientific article; zbMATH DE number 6552646 |
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Large deviations for some fast stochastic volatility models by viscosity methods (English)
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9 March 2016
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singular perturbations
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viscosity solutions
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stochastic volatility
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large deviations
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0.8732078671455383
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0.8637918829917908
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0.8422968983650208
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0.8398023247718811
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0.8302389979362488
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