Gaussian stochastic volatility models: scaling regimes, large deviations, and moment explosions (Q2175333)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian stochastic volatility models: scaling regimes, large deviations, and moment explosions |
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Gaussian stochastic volatility models: scaling regimes, large deviations, and moment explosions (English)
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29 April 2020
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Gaussian stochastic volatility models
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Volterra type models
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sample path large and moderate deviations
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central limit regime
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moment explosions
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implied volatility asymptotics
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