Pages that link to "Item:Q5215986"
From MaRDI portal
The following pages link to Long-Time Large Deviations for the Multiasset Wishart Stochastic Volatility Model and Option Pricing (Q5215986):
Displaying 3 items.
- Large-time option pricing using the Donsker-Varadhan LDP-correlated stochastic volatility with stochastic interest rates and jumps (Q511485) (← links)
- The log-asset dynamic with Euler-Maruyama scheme under Wishart processes (Q2068271) (← links)
- Long-Time Trajectorial Large Deviations and Importance Sampling for Affine Stochastic Volatility Models (Q5022286) (← links)