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FIRST-ORDER ASYMPTOTICS OF PATH-DEPENDENT DERIVATIVES IN MULTISCALE STOCHASTIC VOLATILITY ENVIRONMENT.

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Title: FIRST-ORDER ASYMPTOTICS OF PATH-DEPENDENT DERIVATIVES IN MULTISCALE STOCHASTIC VOLATILITY ENVIRONMENT.
Authors: SAPORITO, YURI F.1 yuri.saporito@fgv.br
Source: International Journal of Theoretical & Applied Finance. May2018, Vol. 21 Issue 3, pN.PAG-N.PAG. 22p.
Database: Mathematics Source
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        Value: 10.1142/S0219024918500243
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        Text: English
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              Text: May2018
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