{"paper":{"title":"Large deviation principle for Volterra type fractional stochastic volatility models","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.MF","authors_text":"Archil Gulisashvili","submitted_at":"2017-10-29T22:57:01Z","abstract_excerpt":"We study fractional stochastic volatility models in which the volatility process is a positive continuous function $\\sigma$ of a continuous Gaussian process $\\widehat{B}$. Forde and Zhang established a large deviation principle for the log-price process in such a model under the assumptions that the function $\\sigma$ is globally H\\\"{o}lder-continuous and the process $\\widehat{B}$ is fractional Brownian motion. In the present paper, we prove a similar small-noise large deviation principle under weaker restrictions on $\\sigma$ and $\\widehat{B}$. We assume that $\\sigma$ satisfies a mild local reg"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1710.10711","kind":"arxiv","version":6},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}