Asymptotics for Rough Stochastic Volatility Models (Q2962133)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for Rough Stochastic Volatility Models |
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Asymptotics for Rough Stochastic Volatility Models (English)
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16 February 2017
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fractional stochastic volatility
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fractional Brownian motion
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large deviations
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implied volatility asymptotics
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rough paths
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