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

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scientific article; zbMATH DE number 7743095
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Reconstructing volatility: Pricing of index options under rough volatility
scientific article; zbMATH DE number 7743095

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