Pages that link to "Item:Q3502980"
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The following pages link to ON THE ASYMPTOTICS OF FAST MEAN-REVERSION STOCHASTIC VOLATILITY MODELS (Q3502980):
Displaying 3 items.
- Second order multiscale stochastic volatility asymptotics: stochastic terminal layer analysis and calibration (Q309158) (← links)
- Strategic investment decisions under fast mean-reversion stochastic volatility (Q2862421) (← links)
- Some aspects of parameter identification in a mean reverting financial asset model with time-dependent volatility (Q3636735) (← links)
