Large-time asymptotics for an uncorrelated stochastic volatility model (Q553048)
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scientific article; zbMATH DE number 5932083
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large-time asymptotics for an uncorrelated stochastic volatility model |
scientific article; zbMATH DE number 5932083 |
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Large-time asymptotics for an uncorrelated stochastic volatility model (English)
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26 July 2011
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stochastic volatility
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Donsker-Varadhan large deviations for occupation measures
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large-time implied volatility asymptotics
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