Asymptotics for multifactor Volterra type stochastic volatility models (Q6087161)
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scientific article; zbMATH DE number 7775331
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| English | Asymptotics for multifactor Volterra type stochastic volatility models |
scientific article; zbMATH DE number 7775331 |
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Asymptotics for multifactor Volterra type stochastic volatility models (English)
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11 December 2023
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large deviation principle
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Volterra-type Gaussian processes
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multifactor stochastic volatility models
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Chaganty theorem
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0.907032310962677
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0.8566944003105164
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0.8296819925308228
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0.8296682238578796
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0.8131988048553467
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