Asymptotics for multifactor Volterra type stochastic volatility models (Q6087161)
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scientific article; zbMATH DE number 7775331
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for multifactor Volterra type stochastic volatility models |
scientific article; zbMATH DE number 7775331 |
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Asymptotics for multifactor Volterra type stochastic volatility models (English)
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11 December 2023
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large deviation principle
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Volterra-type Gaussian processes
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multifactor stochastic volatility models
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Chaganty theorem
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