"Multiscale Stochastic Volatility Asymptotics."

Jean-Pierre Fouque et al. (2003)

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DOI: 10.1137/030600291

access: closed

type: Journal Article

metadata version: 2020-03-31

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Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar, Knut Sølna:
Multiscale Stochastic Volatility Asymptotics. Multiscale Model. Simul. 2(1): 22-42 (2003)

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