First-order asymptotics of path-dependent derivatives in multiscale stochastic volatility environment

von Saporito, Yuri F.
Veröffentlicht in International journal of theoretical and applied finance (2018)

Endogenous asymmetric money illusion

von Duarte, Diogo
Veröffentlicht in Journal of banking & finance (2019)

Multiscale stochastic volatility model for derivatives on futures

von Fouque, Jean-Pierre
Veröffentlicht in International journal of theoretical and applied finance (2014)