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From constant to rough: A survey of continuous volatility modeling

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Di Nunno, Giulia, Kubilius, Kęstutis, Mishura, Yuliya, Yurchenko-Tytarenko, Anton
Formato:	Preprint
Publicado:	2023
Materias:	Mathematical Finance Probability 91-02, 91-03, 62P05, 60H10, 60G22, 91G15, 91G30, 91G80
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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