baudoin.ouyang:15:on¶
BibTeX Entry:
@incollection{baudoin.ouyang:15:on,
author = {Baudoin, Fabrice and Ouyang, Cheng},
booktitle = {Large deviations and asymptotic methods in finance},
doi = {10.1007/978-3-319-11605-1\_14},
mrclass = {60H10 (28D05 60H07)},
mrnumber = {3375191},
mrreviewer = {Mireia Besal\'{u}},
pages = {413--438},
publisher = {Springer, Cham},
series = {Springer Proc. Math. Stat.},
title = {On small time asymptotics for rough differential equations driven by fractional {B}rownian motions},
url = {https://doi.org/10.1007/978-3-319-11605-1\_14},
volume = {110},
year = {2015}
}