ESAIM: Control, Optimisation and Calculus of Variations (ESAIM: COCV)

Convergence in multiscale financial models with non-Gaussian stochastic volatility

Martino Bardi, Annalisa Cesaroni and Andrea Scotti

ESAIM: COCV, 22 2 (2016) 500-518

Published online: 10 March 2016

DOI: 10.1051/cocv/2015015

Martino Bardi

Annalisa Cesaroni

Andrea Scotti

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