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Q3195636 - MaRDI portal

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scientific article

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    author
    Juozas Vaicenavicius
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    Benjamin M. Hambly
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    publication date
    20 October 2015
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    zbMATH Keywords
    index models
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    stochastic volatility models
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    large portfolio limit
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    diffusion approximation
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    volatility derivatives
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60J75
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    60H30
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    zbMATH DE Number
    6496531
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