Small-time central limit theorems for stochastic Volterra integral equations and their Markovian lifts

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Friesen, Martin, Gerhold, Stefan, Wiedermann, Kristof
Format:	Preprint
Published:	2024
Subjects:	Probability Mathematical Finance 60F05, 60F17, 60H15, 60H20, 60G15, 60G22, 91G20
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2412.15971