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Risk-Neutral Compression and the Geometry of Latent Market Stress

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Dettagli Bibliografici
Autore principale:	Vidal Llauradó, Joan
Natura:	Recurso digital
Lingua:	inglese
Pubblicazione:	Zenodo 2026
Soggetti:	rough volatility latent contagion incomplete markets risk-neutral compression state-price density market-variance risk
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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