@article{COCV_2016__22_2_500_0, author = {Bardi, Martino and Cesaroni, Annalisa and Scotti, Andrea}, title = {Convergence in multiscale financial models with {non-Gaussian} stochastic volatility}, journal = {ESAIM: Control, Optimisation and Calculus of Variations}, pages = {500--518}, publisher = {EDP-Sciences}, volume = {22}, number = {2}, year = {2016}, doi = {10.1051/cocv/2015015}, zbl = {1369.93713}, language = {en}, url = {http://archive.numdam.org/articles/10.1051/cocv/2015015/} }