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Risk premium and rough volatility

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Bonesini, Ofelia, Jacquier, Antoine, Muguruza, Aitor
Formato:	Preprint
Publicado:	2024
Materias:	Mathematical Finance 60F17, 60F05, 60G15, 60G22, 91G20, 91G60, 91B25
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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