Gaussian Stochastic Volatility Models : Scaling Regimes, Large Deviations, and Moment Explosions
Year of publication: |
2019
|
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Authors: | Gulisashvili, Archil |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Statistische Verteilung | Statistical distribution |
Extent: | 1 Online-Ressource (40 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 7, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3367829 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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