Exponentiation of conditional expectations under stochastic volatility (Q5215433): Difference between revisions

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Latest revision as of 13:02, 16 December 2024

scientific article; zbMATH DE number 7165655
Language Label Description Also known as
English
Exponentiation of conditional expectations under stochastic volatility
scientific article; zbMATH DE number 7165655

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    Exponentiation of conditional expectations under stochastic volatility (English)
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    10 February 2020
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    stochastic volatility
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    rough volatility
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    conditional expectations
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    exponentiation
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