Short-time asymptotics for non self-similar stochastic volatility models (Q6397084)
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scientific article; zbMATH DE number 7836411
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short-time asymptotics for non self-similar stochastic volatility models |
scientific article; zbMATH DE number 7836411 |
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21 April 2022
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q-fin.MF
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math.PR
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Short-Time Asymptotics for Non-Self-Similar Stochastic Volatility Models (English)
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