Financial modeling in a fast mean-reverting stochastic volatility environment
type: Item
instance of: scholarly article
title: Financial modeling in a fast mean-reverting stochastic volatility environment
zbMATH Open document ID: 1157.91358
DOI: 10.1023/A:1010010626460
author: Jean-Pierre Fouque
author: K. Ronnie Sircar
author: George Papanicolaou
published in: Asia-Pacific Financial Markets
publication date: 2009-04-15T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 5543963
zbMATH Keywords: incomplete markets
zbMATH Keywords: option pricing
zbMATH Keywords: stochastic equations
zbMATH Keywords: stochastic volatility
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 5543963