Risk-Neutral Compression and the Geometry of Latent Market Stress

Fuente: Zenodo

Saved in:

Bibliographic Details
Main Author:	Vidal Llauradó, Joan
Format:	Recurso digital
Language:	English
Published:	Zenodo 2026
Subjects:	rough volatility latent contagion incomplete markets risk-neutral compression state-price density market-variance risk
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet