Large deviations for some fast stochastic volatility models by viscosity methods

Title
Large deviations for some fast stochastic volatility models by viscosity methods
Authors
Keywords
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Journal
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS
Volume 35, Issue 9, Pages 3965-3988
Publisher
American Institute of Mathematical Sciences (AIMS)
Online
2015-04-13
DOI
10.3934/dcds.2015.35.3965

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