Publication:4219085
From MaRDI portal
zbMath0935.91019MaRDI QIDQ4219085
Jean-Pierre Fouque, K. Ronnie Sircar, George S. Papanicolaou
Publication date: 15 November 1998
stochastic volatility; asset price; volatility risk; asymptotic analysis of derivative prices; asymptotic formula for options pricing
60H30: Applications of stochastic analysis (to PDEs, etc.)
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