Extreme-strike asymptotics for general Gaussian stochastic volatility models
Crossref DOI link: https://doi.org/10.1007/s10436-018-0338-z
Published Online: 2018-10-01
Published Print: 2019-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Gulisashvili, Archil
Viens, Frederi http://orcid.org/0000-0001-9162-8212
Zhang, Xin
Text and Data Mining valid from 2018-10-01
Article History
Received: 29 January 2017
Accepted: 4 September 2018
First Online: 1 October 2018