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Search: subject:"Freidlin-Wentzell theory"
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Freidlin-Wentzell type exit-time estimates for time-inhomogeneous diffusions and their applications
Aleksian, Ashot
;
Villeneuve, Stéphane
-
2025
Persistent link: https://www.econbiz.de/10015192337
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2
Markovian stochastic volatility with stochastic correlation : joint calibration and consistency of SPX/VIX short-maturity smiles
Forde, Martin
;
Smith, Benjamin
- In:
International journal of theoretical and applied …
26
(
2023
)
2/3
,
pp. 1-42
Persistent link: https://www.econbiz.de/10014365673
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