A regularity structure for rough volatility (Q5855942): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q424517
Property / author
 
Property / author: Paul Gassiat / rank
Normal rank
 

Revision as of 16:42, 14 February 2024

scientific article; zbMATH DE number 7326769
Language Label Description Also known as
English
A regularity structure for rough volatility
scientific article; zbMATH DE number 7326769

    Statements

    A regularity structure for rough volatility (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    23 March 2021
    0 references

    Identifiers