ASYMPTOTIC BEHAVIOR OF DISTRIBUTION DENSITIES IN MODELS WITH STOCHASTIC VOLATILITY. I (Q3576957)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ASYMPTOTIC BEHAVIOR OF DISTRIBUTION DENSITIES IN MODELS WITH STOCHASTIC VOLATILITY. I |
scientific article |
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ASYMPTOTIC BEHAVIOR OF DISTRIBUTION DENSITIES IN MODELS WITH STOCHASTIC VOLATILITY. I (English)
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3 August 2010
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Hull-White model
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mixing distribution density
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stock price distribution density
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asymptotic formulas
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Asian options
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