Jacquier, Antoine_ Spiliopoulos, Konstantinos - Pathwise moderate deviation ...

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Received: 1 March 2018   Accepted: 1 May 2019
DOI: 10.1111/mafi.12228

ORIGINAL ARTICLE


Pathwise moderate deviations for option pricing
Antoine Jacquier1          Konstantinos Spiliopoulos2
1 Departmentof Mathematics, Imperial
                            Abstract
College London and Baruch College, CUNY,
New York                        We provide a unifying treatment of pathwise moderate
2 Departmentof Mathematics and Statistics,       deviations for models commonly used in financial applica-
B ...

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关键词：Konstantinos Deviation Moderate Pathwise acquier