Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
ON THE ASYMPTOTICS OF FAST MEAN-REVERSION STOCHASTIC VOLATILITY MODELS - MaRDI portal

ON THE ASYMPTOTICS OF FAST MEAN-REVERSION STOCHASTIC VOLATILITY MODELS (Q3502980)

From MaRDI portal
scientific article
Language Label Description Also known as
English
ON THE ASYMPTOTICS OF FAST MEAN-REVERSION STOCHASTIC VOLATILITY MODELS
scientific article

    Statements

    title
    ON THE ASYMPTOTICS OF FAST MEAN-REVERSION STOCHASTIC VOLATILITY MODELS (English)
    0 references
    author
    Max O. Souza
    0 references
    Jorge P. Zubelli
    0 references
    publication date
    20 May 2008
    0 references
    zbMATH Keywords
    stochastic volatility models
    0 references
    asymptotics
    0 references
    vol-vol
    0 references

    Identifiers

    zbMATH DE Number
    5277124
    0 references
    OpenAlex ID
    W2005777945
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3502980&oldid=37232493"
    Powered by MediaWiki