Large and moderate deviations for stochastic Volterra systems (2022)

First Author: Jacquier A
Attributed to:  Rough Volatility: A Trojan horse into modern Financial computing funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.spa.2022.03.017

Publication URI: http://dx.doi.org/10.1016/j.spa.2022.03.017

Type: Journal Article/Review

Parent Publication: Stochastic Processes and their Applications