Large deviations for some fast stochastic volatility models by viscosity methods (Q255794)
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scientific article; zbMATH DE number 6552646
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for some fast stochastic volatility models by viscosity methods |
scientific article; zbMATH DE number 6552646 |
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Large deviations for some fast stochastic volatility models by viscosity methods (English)
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9 March 2016
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singular perturbations
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viscosity solutions
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stochastic volatility
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large deviations
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