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• W2765688711 abstract "We determine the scaling limits of It^o processes with fast nonlinear mean-reversion speed. This is a crucial building block for the analysis of portfolio choice models with small superlinear transaction costs, carried out in the companion paper of the present study." @default.
• W2765688711 created "2017-11-10" @default.
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• W2765688711 date "2017-10-30" @default.
• W2765688711 modified "2023-09-27" @default.
• W2765688711 title "Scaling Limits of Processes with Fast Nonlinear Mean Reversion" @default.
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