Local volatility under rough volatility (Q6187367): Difference between revisions

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Latest revision as of 09:47, 26 August 2024

scientific article; zbMATH DE number 7797375
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English
Local volatility under rough volatility
scientific article; zbMATH DE number 7797375

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    Local volatility under rough volatility (English)
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    31 January 2024
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