caravenna.corbetta:18:asymptotic¶
BibTeX Entry:
@article{caravenna.corbetta:18:asymptotic,
author = {Caravenna, Francesco and Corbetta, Jacopo},
doi = {10.1016/j.spa.2017.06.014},
fjournal = {Stochastic Processes and their Applications},
issn = {0304-4149},
journal = {Stochastic Process. Appl.},
mrclass = {60H30 (60F10 60G44 91B25)},
mrnumber = {3758347},
number = {3},
pages = {1034--1071},
title = {The asymptotic smile of a multiscaling stochastic volatility model},
url = {https://doi.org/10.1016/j.spa.2017.06.014},
volume = {128},
year = {2018}
}