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Volatility Models in Practice: Rough, Path‐Dependent, or Markovian?
Volatility Models in Practice: Rough, Path‐Dependent, or Markovian?
Fuente:
Wiley Open Access
Saved in:
Bibliographic Details
Main Authors:
Eduardo Abi Jaber
,
Shaun (Xiaoyuan) Li
Format:
Artículo Open Access
Published:
Wiley
2025
Subjects:
Mathematical Finance
Online Access:
Acceder al recurso
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