Large-time option pricing using the Donsker–Varadhan LDP—correlated stochastic volatility with stochastic interest rates and jumps.

• Autores: Martin Forde, Rohini Kumar
• Localización: Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 26, Nº. 6, 2016, págs. 3699-3726
• Idioma: inglés
• DOI: 10.1214/16-aap1189
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