Multiscale stochastic volatility asymptotics (2003)

by Jean-Pierre Fouque , George Papanicolaou , Ronnie Sircar , Knut Solna
Venue:SIAM J. MULTISCALE MODELING AND SIMULATION
Citations:28 - 11 self

Document Versions

Multiscale stochastic volatility asymptotics –Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar, Knut Solna — 2003 — SIAM J. MULTISCALE MODELING AND SIMULATION
Multiscale Stochastic Volatility Asymptotics –Jean-pierre Fouque, George Papanicolaou, Ronnie Sircar, Knut — 2003 — SIAM Journal Multiscale Modeling and Simulation
Multiscale Stochastic Volatility Asymptotics –Jean-pierre Fouque, George Papanicolaou, Ronnie Sircar, Knut Solna, Knut — 2003 — SIAM J. Multiscale Modeling and Simulation
Multiscale Stochastic Volatility Asymptotics –Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar, Knut Solna — 2003 — SIAM J. MULTISCALE MODELING AND SIMULATION