General Asymptotics of Wiener Functionals and Application to Implied Volatilities

Large Deviations and Asymptotic Methods in Finance - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-319-11605-1_5 ◽

2015 ◽

pp. 137-173 ◽

Cited By ~ 2

Author(s):

Yasufumi Osajima

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