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                                       Details for article 8 of 19 found articles
 
 
  Gaussian stochastic volatility models: Scaling regimes, large deviations, and moment explosions
 
 
Title: Gaussian stochastic volatility models: Scaling regimes, large deviations, and moment explosions
Author: Gulisashvili, Archil
Appeared in: Stochastic processes and their applications
Paging: Volume 130 () nr. 6 pages 3648-3686
Year: 2020
Contents:
Publisher: Elsevier B.V.
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

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