From constant to rough: A survey of continuous volatility modeling

Fuente: arXiv

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Bibliographic Details
Main Authors:	Di Nunno, Giulia, Kubilius, Kęstutis, Mishura, Yuliya, Yurchenko-Tytarenko, Anton
Format:	Preprint
Published:	2023
Subjects:	Mathematical Finance Probability 91-02, 91-03, 62P05, 60H10, 60G22, 91G15, 91G30, 91G80
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2309.01033