Moderate deviations for Euler-Maruyama approximation of Hull-White stochastic volatility model
Crossref DOI link: https://doi.org/10.1007/s11464-018-0705-0
Published Online: 2018-06-06
Published Print: 2018-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Gao, Yunshi
Jiang, Hui
Wang, Shaochen
Text and Data Mining valid from 2018-06-06
Article History
Received: 5 February 2018
Accepted: 3 May 2018
First Online: 6 June 2018