Monte Carlo pricing under fast mean-reverting stochastic volatility: the multi-scale limit ${\epsilon\to 0}$ PNBRW957KP

URI	`m2://res/PNBRW957KP`
Kind	preprint
Creators	Laurent Mertz, Olivier Pironneau
Date	2026-09-26
MSC	65-XX, 60-XX
Subjects	arxiv math.NA, arxiv cs.NA, arxiv math.PR
Scope	in

Expressions

The mentions of the inventory that name this resource. Each name links to the card of its inventory row.

Item	Kind	Where	Source
FBSCD7YDBQ	statement	theorem	arxiv
KCM48CT66X	statement	theorem	arxiv