The Gärtner-Ellis Theorem, Homogenization, and Affine Processes, in Large Deviations and Asymptotic Methods in Finance, Springer Proceedings in Mathematics and Statistics Series, vol. 110,
The Gärtner-Ellis Theorem, Homogenization, and Affine Processes, in Large Deviations and Asymptotic Methods in Finance, Springer Proceedings in Mathematics and Statistics Series, vol. 110,
AutorJ. Teichmann, A. Gulisashvili eds. P. Friz, J. Gatheral, A. Gulisashvili, A. Jacquier, J. Teichmann
JournalSpringer Interanational Publishing AG (Switzerland).