Reconstructing volatility: Pricing of index options under rough volatility (Q6054443): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Set OpenAlex properties.
Property / OpenAlex ID
 
Property / OpenAlex ID: W4320011907 / rank
 
Normal rank

Revision as of 10:08, 30 July 2024

scientific article; zbMATH DE number 7743095
Language Label Description Also known as
English
Reconstructing volatility: Pricing of index options under rough volatility
scientific article; zbMATH DE number 7743095

    Statements

    Reconstructing volatility: Pricing of index options under rough volatility (English)
    0 references
    0 references
    0 references
    28 September 2023
    0 references

    Identifiers