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Rough volatility dynamics in commodity markets

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Daluiso, Roberto, Folgar-Cameán, Héctor, Pallavicini, Andrea, Vázquez, Carlos
Formato:	Preprint
Publicado:	2026
Materias:	Pricing of Securities Computational Finance 65C05, 91G20, 91G60
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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