The Gärtner-Ellis Theorem, Homogenization, and Affine Processes (Q4560336)
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scientific article; zbMATH DE number 6991892
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Gärtner-Ellis Theorem, Homogenization, and Affine Processes |
scientific article; zbMATH DE number 6991892 |
Statements
The Gärtner-Ellis Theorem, Homogenization, and Affine Processes (English)
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11 December 2018
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affine process
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large deviation principle
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heat kernel expansion
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short time asymptotics
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Laplace method
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small maturity limit in affine models
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