Small-Time Asymptotics for an Uncorrelated Local-Stochastic Volatility Model (Q2889603)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small-Time Asymptotics for an Uncorrelated Local-Stochastic Volatility Model |
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Small-Time Asymptotics for an Uncorrelated Local-Stochastic Volatility Model (English)
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8 June 2012
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small time asymptotics
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stochastic volatility
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implied volatility
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