Long-Time Trajectorial Large Deviations and Importance Sampling for Affine Stochastic Volatility Models (Q5022286)
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scientific article; zbMATH DE number 7458585
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long-Time Trajectorial Large Deviations and Importance Sampling for Affine Stochastic Volatility Models |
scientific article; zbMATH DE number 7458585 |
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Long-Time Trajectorial Large Deviations and Importance Sampling for Affine Stochastic Volatility Models (English)
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18 January 2022
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large deviations
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Monte Carlo methods
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importance sampling
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affine stochastic volatility
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