More Web Proxy on the site http://driver.im/

default search action

combined dblp search
author search
venue search
publication search

ask others

"Second order multiscale stochastic volatility asymptotics: stochastic ..."

Jean-Pierre Fouque, Matthew J. Lorig, Ronnie Sircar (2016)

> Home

Details and statistics

DOI: 10.1007/S00780-016-0298-Y

access: closed

type: Journal Article

metadata version: 2020-07-22

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/fs/FouqueLS16
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/fs/FouqueLS16
Jean-Pierre Fouque, Matthew J. Lorig, Ronnie Sircar:
Second order multiscale stochastic volatility asymptotics: stochastic terminal layer analysis and calibration. Finance Stochastics 20(3): 543-588 (2016)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.