|
|||||
|
|
Fast mean-reversion asymptotics for large portfolios of stochastic volatility models |
|
| Authors: | Hambly Ben Kolliopoulos Nikolaos |
| Affiliation: | 1.Mathematical Institute, Andrew Wiles Building, University of Oxford, Radcliffe Observatory Quarter, Woodstock Rd, Oxford, OX2 6GG, UK ;2.Beijing International Center for Mathematical Research, Beijing University, Beijing, China ; |
| Abstract: | |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ | |