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Existence, uniqueness and positivity of solutions to the Guyon-Lekeufack path-dependent volatility model with general kernels

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Andrès, Hervé, Jourdain, Benjamin
Formato:	Preprint
Publicado:	2024
Materias:	Computational Finance
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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