Gaussian stochastic volatility models: Scaling regimes, large deviations, and moment explosions
2020 ◽
Vol 130
(6)
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pp. 3648-3686
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Keyword(s):
2015 ◽
Vol 35
(9)
◽
pp. 3965-3988
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Keyword(s):
2010 ◽
Vol 120
(1)
◽
pp. 66-83
◽
2018 ◽
Vol 22
(3)
◽
pp. 65-88
◽