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"Asymptotic analysis for stochastic volatility: martingale expansion."

Masaaki Fukasawa (2011)

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DOI: 10.1007/S00780-010-0136-6

access: closed

type: Journal Article

metadata version: 2020-07-22

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Masaaki Fukasawa:
Asymptotic analysis for stochastic volatility: martingale expansion. Finance Stochastics 15(4): 635-654 (2011)

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