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Small-Time Asymptotics for Gaussian Self-Similar Stochastic Volatility Models
Gulisashvili, Archil, Viens, Frederi, Zhang, XinLanguage:
english
Journal:
Applied Mathematics & Optimization
DOI:
10.1007/s00245-018-9497-6
Date:
April, 2018
File:
PDF, 1.18 MB
english, 2018