Large deviation principles for stochastic volatility models with reflection (Q6111035)
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scientific article; zbMATH DE number 7708059
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviation principles for stochastic volatility models with reflection |
scientific article; zbMATH DE number 7708059 |
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Large deviation principles for stochastic volatility models with reflection (English)
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6 July 2023
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stochastic volatility models with reflection
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reflecting diffusions
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large deviation principles
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binary barrier options
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call pricing functions
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