Long-time trajectorial large deviations for affine stochastic volatility models and application to variance reduction for option pricing - 惯性聚合

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Long-time trajectorial large deviations for affine stochastic volatility models and application to variance reduction for option pricing

Zorana Grbac, David Krief, Peter Tankov · 2018-09-17 · via math.PR updates on arXiv.org

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