Asymptotic behaviour of randomised fractional volatility...

Journal of Applied Probability 2019 / 06 Vol. 56; Iss. 2

Asymptotic behaviour of randomised fractional volatility models

Horvath, Blanka, Jacquier, Antoine, Lacombe, Chloé
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Volume:
56
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.1017/jpr.2019.27
Date:
June, 2019
File:
PDF, 370 KB
english, 2019
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