Moment explosions in the rough Heston model (Q2292054): Difference between revisions
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Revision as of 18:04, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment explosions in the rough Heston model |
scientific article |
Statements
Moment explosions in the rough Heston model (English)
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31 January 2020
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option pricing
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rough volatility
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rough Heston model
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moment explosion
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Volterra integral equation
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