Local Volatility, Conditioned Diffusions, and Varadhan's Formula (Q4579844)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Local Volatility, Conditioned Diffusions, and Varadhan's Formula |
scientific article; zbMATH DE number 6915879
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Local Volatility, Conditioned Diffusions, and Varadhan's Formula |
scientific article; zbMATH DE number 6915879 |
Statements
Local Volatility, Conditioned Diffusions, and Varadhan's Formula (English)
0 references
10 August 2018
0 references
conditional density asymptotics
0 references
local volatility
0 references
stochastic volatility
0 references
large deviations
0 references
0 references
0 references
0 references
0 references
0 references
0.89746815
0 references
0.8954874
0 references
0.8928325
0 references
0.88914937
0 references
0.8853127
0 references
0.8845334
0 references
0.8839519
0 references
0.88235414
0 references
