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

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Friesen, Martin, Gerhold, Stefan, Wiedermann, Kristof
Formato:	Preprint
Publicado:	2024
Materias:	Probability Mathematical Finance 60F05, 60F17, 60H15, 60H20, 60G15, 60G22, 91G20
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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