Precise asymptotics: robust stochastic volatility models (Q2240838): Difference between revisions
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Revision as of 00:26, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Precise asymptotics: robust stochastic volatility models |
scientific article |
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Precise asymptotics: robust stochastic volatility models (English)
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4 November 2021
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European option pricing
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regularity structures
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rough paths
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rough volatility
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small-time asymptotics
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