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Two examples of non strictly convex large deviations (2016)

First Author: De Marco S

Attributed to: Asymptotics and dynamics of forward implied volatility funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1214/16-ecp4088

Publication URI: http://dx.doi.org/10.1214/16-ecp4088

Type: Journal Article/Review

Parent Publication: Electronic Communications in Probability

Issue: none