Exponentiation of conditional expectations under stochastic volatility (Q5215433): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Add wikidata reference. |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q127372299 / rank | |||
Normal rank | |||
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 |
Statements
Exponentiation of conditional expectations under stochastic volatility (English)
0 references
10 February 2020
0 references
stochastic volatility
0 references
rough volatility
0 references
conditional expectations
0 references
exponentiation
0 references
0 references
0 references
0 references
