No label defined (Q3195636)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
20 October 2015
0 references
index models
0 references
stochastic volatility models
0 references
large portfolio limit
0 references
diffusion approximation
0 references
volatility derivatives
0 references
