ON THE ASYMPTOTICS OF FAST MEAN-REVERSION STOCHASTIC VOLATILITY MODELS (Q3502980)
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scientific article; zbMATH DE number 5277124
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| English | ON THE ASYMPTOTICS OF FAST MEAN-REVERSION STOCHASTIC VOLATILITY MODELS |
scientific article; zbMATH DE number 5277124 |
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ON THE ASYMPTOTICS OF FAST MEAN-REVERSION STOCHASTIC VOLATILITY MODELS (English)
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20 May 2008
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stochastic volatility models
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asymptotics
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vol-vol
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0.8871445655822754
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0.8759109973907471
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0.8412759304046631
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0.8395281434059143
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0.8353731632232666
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