Large deviations for fractional volatility models with non-Gaussian volatility driver (Q2239270)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for fractional volatility models with non-Gaussian volatility driver |
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Large deviations for fractional volatility models with non-Gaussian volatility driver (English)
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3 November 2021
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Yamada-Watanabe condition
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non-Gaussian fractional stochastic volatility models
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