Moment explosions in the rough Heston model (Q2292054): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Created claim: Wikidata QID (P12): Q127218225, #quickstatements; #temporary_batch_1722235777118 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q127218225 / rank | |||
Normal rank | |||
Latest revision as of 08:58, 29 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment explosions in the rough Heston model |
scientific article |
Statements
Moment explosions in the rough Heston model (English)
0 references
31 January 2020
0 references
option pricing
0 references
rough volatility
0 references
rough Heston model
0 references
moment explosion
0 references
Volterra integral equation
0 references
0 references
0 references
0 references
