SHORT-MATURITY ASYMPTOTICS FOR OPTION PRICES WITH INTEREST RATE EFFECTS (Q6119776)
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scientific article; zbMATH DE number 7806897
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SHORT-MATURITY ASYMPTOTICS FOR OPTION PRICES WITH INTEREST RATE EFFECTS |
scientific article; zbMATH DE number 7806897 |
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SHORT-MATURITY ASYMPTOTICS FOR OPTION PRICES WITH INTEREST RATE EFFECTS (English)
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20 February 2024
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option asymptotics
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large deviations
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local volatility models
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