@article{firstorderasymptoticsofpathdependent,
  title = {First-Order Asymptotics of Path-Dependent Derivatives in Multiscale Stochastic Volatility Environment},
  year = {2017},
  eprint = {1712.07320},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1712.07320v1},
}