On Small-Noise Equations with Degenerate Limiting System Arising from Volatility Models

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Publication:4560342

DOI10.1007/978-3-319-11605-1_17zbMath1418.91550arXiv1404.4464OpenAlexW1511563235MaRDI QIDQ4560342

Giovanni Conforti, Stefano De Marco, Jean-Dominique Deuschel

Publication date: 11 December 2018

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.4464




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