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