Small-Time Asymptotics for Gaussian Self-Similar Stochastic Volatility Models
Crossref DOI link: https://doi.org/10.1007/s00245-018-9497-6
Published Online: 2018-04-30
Published Print: 2020-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Gulisashvili, Archil
Viens, Frederi
Zhang, Xin
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First Online: 30 April 2018