The Gärtner-Ellis Theorem, Homogenization, and Affine Processes
dc.contributor.author
Gulisashvili, Archil
dc.contributor.author
Teichmann, Josef
dc.contributor.editor
Friz, Peter K.
dc.contributor.editor
Gatheral, Jim
dc.contributor.editor
Gulisashvili, Archil
dc.contributor.editor
Jacquier, Antoine
dc.contributor.editor
Teichmann, Josef
dc.date.accessioned
2020-01-22T07:13:02Z
dc.date.available
2017-06-11T22:54:50Z
dc.date.available
2020-01-22T07:09:11Z
dc.date.available
2020-01-22T07:13:02Z
dc.date.issued
2015
dc.identifier.isbn
978-3-319-11604-4
en_US
dc.identifier.isbn
978-3-319-11605-1
en_US
dc.identifier.issn
2194-1009
dc.identifier.issn
2194-1017
dc.identifier.other
10.1007/978-3-319-11605-1_11
en_US
dc.identifier.uri
http://hdl.handle.net/20.500.11850/109914
dc.language.iso
en
en_US
dc.publisher
Springer
en_US
dc.subject
Affine process
en_US
dc.subject
Large deviation principle
en_US
dc.subject
Heat kernel expansion
en_US
dc.subject
Short time asymptotics
en_US
dc.subject
Laplace method
en_US
dc.subject
Small maturity limit in affine models
en_US
dc.title
The Gärtner-Ellis Theorem, Homogenization, and Affine Processes
en_US
dc.type
Conference Paper
dc.date.published
2015-06-17
ethz.book.title
Large Deviations and Asymptotic Methods in Finance
en_US
ethz.journal.title
Springer Proceedings in Mathematics & Statistics
ethz.journal.volume
110
en_US
ethz.journal.abbreviated
PROMS
ethz.pages.start
287
en_US
ethz.pages.end
320
en_US
ethz.event
Workshop on Large Deviations and Asymptotic Methods in Finance
en_US
ethz.event.location
London, United Kingdom
en_US
ethz.event.date
April 9-13, 2013
en_US
ethz.identifier.scopus
ethz.identifier.nebis
010487355
ethz.publication.place
Cham
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03845 - Teichmann, Josef / Teichmann, Josef
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03845 - Teichmann, Josef / Teichmann, Josef
ethz.relation.isNewVersionOf
handle/20.500.11850/89559
ethz.relation.isPartOf
20.500.11850/116893
ethz.date.deposited
2017-06-11T22:55:37Z
ethz.source
ECIT
ethz.identifier.importid
imp593653eb027e426981
ethz.ecitpid
pub:171055
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2017-07-12T13:45:46Z
ethz.rosetta.lastUpdated
2020-01-22T07:13:13Z
ethz.rosetta.versionExported
true
ethz.COinS
ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.atitle=The%20G%C3%A4rtner-Ellis%20Theorem,%20Homogenization,%20and%20Affine%20Processes&rft.jtitle=Springer%20Proceedings%20in%20Mathematics%20&%20Statistics&rft.date=2015&rft.volume=110&rft.spage=287&rft.epage=320&rft.issn=2194-1009&2194-1017&rft.au=Gulisashvili,%20Archil&Teichmann,%20Josef&rft.isbn=978-3-319-11604-4&978-3-319-11605-1&rft.genre=proceeding&rft_id=info:doi/10.1007/978-3-319-11605-1_11&rft.btitle=Large%20Deviations%20and%20Asymptotic%20Methods%20in%20Finance
Files in this item
| Files | Size | Format | Open in viewer |
|---|---|---|---|
|
There are no files associated with this item. |
|||
Publication type
-
Conference Paper [35402]