A regularity structure for rough volatility (Q5855942): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2990115008 / rank | |||
Normal rank | |||
Revision as of 03:46, 20 March 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
23 March 2021
0 references
