%0 Journal Article %A Bardi, Martino %A Cesaroni, Annalisa %A Scotti, Andrea %T Convergence in multiscale financial models with non-Gaussian stochastic volatility %J ESAIM: Control, Optimisation and Calculus of Variations %D 2016 %P 500-518 %V 22 %N 2 %I EDP-Sciences %U http://www.numdam.org/articles/10.1051/cocv/2015015/ %R 10.1051/cocv/2015015 %G en %F COCV_2016__22_2_500_0