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Rough differential equations for volatility

Fuente: arXiv

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Bibliographic Details
Main Authors:	Bonesini, Ofelia, Ferrucci, Emilio, Gasteratos, Ioannis, Jacquier, Antoine
Format:	Preprint
Published:	2024
Subjects:	Mathematical Finance Probability 60L20, 60L90, 60G22, 65C30, 91G20, 91G60
Online Access:	Acceder al recurso
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