Convergence in multiscale financial models with non-Gaussian stochastic volatility∗∗∗

Author： Bardi Martino Cesaroni Annalisa Scotti Andrea

E-ISSN： 1262-3377|22|2|500-518

ISSN： 1292-8119

Source： ESAIM: Control, Optimisation and Calculus of Variations, Vol.22, Iss.2, 2016-04, pp. : 500-518

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