Second order multiscale stochastic volatility asymptotics: stochastic terminal layer analysis and calibration
Crossref DOI link: https://doi.org/10.1007/s00780-016-0298-y
Published Online: 2016-04-20
Published Print: 2016-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Fouque, Jean-Pierre
Lorig, Matthew
Sircar, Ronnie
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