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zbMath0868.60022MaRDI QIDQ3129789

George L. O'Brien, Jiaming Sun

Publication date: 18 August 1997

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

large deviation principles continuity property of convex conjugation Cramér-type theorems

Mathematics Subject Classification ID

Large deviations (60F10)

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Large deviations for the extended Heston model: the large-time case, Asymptotic Behavior of the Fractional Heston Model

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